Quantitative Modeler-Big Three Consulting Firm

  • Very Competitive
  • New York, NY, USA
  • Contract, Full time
  • Non-disclosed
  • 14 Sep 16

Seize the opportunity to work with one of the "Big Three" management consulting firms gaining exposure and highly valuable experience working on CCAR oriented projects in NYC. T

Over the last 2 years we have been providing CCAR Model validation and remediation solutions to some of the largest financial services institutions in the United States. Given proven success helping some of the largest and most troubled banks, this demand has grown with numerous banks who desire the deep expertise in CCAR Model validation and model development that can only be found in company this notable.

If selected, the individual would act as an Expert Advisor onsite at various New York banks. He/she will be responsible of helping different financial institutions identify challenges within their Quantitative Risk models, and will respond accordingly to the Federal Reserves “Matters Requiring Attention" (MRAs). As an expert adviser, you will bring to bear your deep quantitative knowledge and business acumen to help ensure the best possible outcomes for the bank’s CCAR filing.

Requirements:

  • Graduate Degree in financial engineering, mathematics, economics, finance, MBA, Stats, operations research
  • 2 years experience working in a large bank
  • VBA, SQL, SAS, MATLAB or other programming 


Experience in risk model development/validation of one or more of the following is essential:

  • PPNR
  • Credit Default Models (LGD/EAD/PD)
  • Counterparty Risk Models (T0 –CE/EE/PFE/EPE)
  • Treasury/Liquidity Risk Models 
  • Operational Risk Models (AMA/LDA)
  • Market Risk Models