Senior Consultant at Felico Placements
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Counterparty Credit Risk/Market Risk/CCAR - Big4 (1-8 yrs)
Overall Job Purpose: The role is with one of the big 4 firms for supporting & leading the projects on risk management framework within banks.
Roles and Responsibilities:
- Credit and Market Risk Capital Calculation Framework Development & Management
- Detailed understanding of Counterparty credit risk computation framework
- Market Risk: VAR Methodologies (Variance Covariance, Historical and Monte Carlo), Stress Testing, Back Testing, Scenario Analysis, Limits Management.
- Detailed Understanding of Capital Adequacy and Stress Testing Frameworks including Basel III/CCAR and Dodd Frank
- Understanding of comprehensive Capital Analysis & Review (CCAR), Dodd Frank stress test (DFAST) activities and Basel III
- Ability to implement industry best practices regarding CCAR and DFAST modeling methods, model development, model validation, and governance
Desired Qualification:
Experience in some of the following areas:
- Counterparty credit risk
- Market risk
- Basel II / Basel III
- Stress testing
- CCAR
- DFAST
- SAS
- Masters degree in economics, Math, Statistics, MBA preferred
- Professional Certification such as FRM, CFA, CA strongly preferred
- Demonstrated skills utilizing high level computations mathematical skills
- Strong knowledge of Advanced Excel and PowerPoint
Other Requirements:
- Must work well in a team-oriented environment as well as independently.
- Must work creatively and analytically in a problem-solving environment.
- Demonstrated advanced written and verbal communication skills.
- Excellent client relationship skills.
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