Description
Senior Quantitative Reporting Analyst - I-Banking - Credit RiskBase Salary: $95,000 to $110,000, relative to experience
A Senior Quantitative Reporting Analyst is responsible for the development and reporting of Credit Risk measurements and quantitative risk analysis for one of the most well-respected investment banks in the world. You will develop forward-thinking management and strategy reports focusing on the level and types of risk the bank is willing to take. Your own analyses, utilizing both SAS and COGNOS, as well as other tools, will consist of quantitative modeling of risk metrics in parallel with the changing regulatory environment, particularly regarding BASEL frameworks.
Your reports will inform the firm's executives on the bank's strategy regarding risk exposure, and the actionable information within your reports will enable them to make informed decisions. The position will closely follow internal business developments within Wholesale and Retail portfolios, assessing the potential impact on the bank's risk management program. You will regularly meet with credit officers and business lines to discuss strategy, performance, and risk management.
Details on your responsibilities:
- Perform analysis and interpret financial, credit, treasury and internal reports relative to external benchmarking standards.
- Author monthly summaries correlating business strategy with performance and benchmarking data, including commentary with supporting analytic evidence for the bank and present to internal Sr. Executives.
- Collaborate with the reporting and analysis team and business partners to develop and implement best practices for performance measurement and evaluation.
- Closely follow internal business developments within Wholesale and Retail portfolios, assessing the potential impact on the firm's risk management program.
- Establish and follow standards of external sector-wide developments and assess and document their potential impact on progress internal strategy.
- Develop an understanding of Key Business Process across Risk, Treasury, and Finance groups to support a culture of validation across the enterprise.
Qualifications:
- Bachelor's Degree in Finance, Mathematics, Accounting - MA/MS preferred.
- Experience in Credit Risk Management outside of
- Proven SAS experience.
- Working knowledge of COGNOS.
- Demonstrated project management experience
- Knowledge of financial mathematics, credit analysis, and accounting/finance will be considered more favourably.
- Excellent presentation skills.
Please contact Matthew Gallira at Huxley Associates immediately for details.
To find out more about Huxley Associates please visit www.huxley.com