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JOB DESCRIPTION

Job #: 6690
Title: Director - Quantitative Risk
Job Location: Kansas City, Missouri - United States
Employment Type:
Salary: $120,000.00 - $190,000.00 - US Dollars - Yearly
Other Compensation: Traditional Bank
Employer Will Recruit From: Nationwide
Relocation Paid?: Yes

WHY IS THIS A GREAT OPPORTUNITY?


The Director - Quantitative Risk opportunity will fully utilize the candidate’s strong analytical, quantitative and problem solving skills to develop and maintain ultra sophisticated analytics to identify potential risks in complex speciality, C&I, CRE, business lending among other platforms. 

The results of this work will support complex risk management efforts, regulatory examinations, and corporate decisions enterprise wide throughout a growing bank.

JOB DESCRIPTION

Director - Quantitative Risk, Responsibilities:

  • Complete as directed, analysis to support existing internal client requests, efforts to engage new internal clients, or ad hoc internal projects
  • Support the development and execution of quantitative models around areas including but not limited to stress testing, ALM, loan and security valuation, consumer deposit behavior, and risk advisory services.
  • Guarantee timely completion of project milestones and client deliverables are met using the highest standards.

QUALIFICATIONS

Qualifications:

  1. 5 or more years of experience using advanced quantitative analysis and applied statistical techniques in relevant asset/liability categories, including regression, model specification, time series forecasting, economic models, data mining, survival analysis, credit risk modeling, sensitivity and uncertainty analysis, back-testing.
  2. Proven ability in developing and managing sophisticated financial models and carrying out analysis to support risk, valuation, pricing, and capital decisions in relevant asset/liability categories.
  3. Advanced proficiency in Excel and/or VBA and database applications.
  4. Strong organizational skills and communication skills.
  5. 5 or more years financial services experience with a preference for skills acquired in a function responsible for CCAR/DFAST stress testing, capital management, risk management, ALM , dynamic balance sheet/ income statement forecasting, loan loss reserve modeling, loan or bond pricing.

Education:
University - Bachelor's Degree/3-4 Year Degree




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