Risk Examiner

New York  ‐ Onsite
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Keywords

Description

Huxley Associates are currently working on 3 urgent mandates for a Risk Examiner. Positions are available in trading, market and counterparty credit risk area.

Job Responsibilities
  • Lead in efforts to critically evaluate model implementations across firms, including evaluation of underlying model construction, assumptions and data constraints, and provide assessments of the quality of the overall methodologies that are currently in use or under consideration for adoption at the supervised institutions;
  • Present supervisory conclusions to management and top executives;
  • Monitor developments in capital markets through the supervision process and identify important emerging trends and risks, both at the individual institution level and at the industry level;
  • Develop peer perspective on the overall risk methodologies and individual risk modeling efforts;
  • Coordinate activities and approaches to risk model evaluation with other regulatory bodies, both within the US and internationally;
  • Provide intellectual leadership in financial institution policy circles within the US and within the international community


Job Requirements
  • Advanced degree (Ph.D. or Master's) in mathematics or a mathematically related field such as mathematical finance, financial engineering or economics;
  • Experience in model development and/or model validation;
  • Particular expertise and experience in traded products and solid knowledge of related pricing techniques and risk modeling such as Value-at-Risk, and/or counterparty credit risk modeling including CVA and wrong way risk measurement;
  • High familiarity with Basel II/III and Market Risk Rule requirements, capital adequacy modeling;
  • Proven track record in explaining and presenting technical issues to non-technical audiences, strong writing skills, ability to convince and influence others, diplomatic skills, confident speaker even in difficult situations;
  • Strong team player, constructive and considerate of others' inputs
  • Occasional domestic or international travel may be required.


The role is urgent, with interviews taking place this week. Please call Ciara at Huxley for more information or send your resume to me directly.

To find out more about Huxley Associates please visit www.huxley.com
Start date
02/2014
Duration
Permanent
From
Huxley Associates
Published at
26.02.2014
Project ID:
670030
Contract type
Permanent
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