Senior Risk Manager

4 weeks ago


New York, United States Pinnacle Group, Inc. Full time

Job Title: Senior Risk Manager

Location: New York, NY 10013 (Hybrid 3 days onsite)

Duration: 12 Months


**No C2C**


Required

• Consumer or Wealth Management Credit Risk Management

• Consumer or Wealth Management Risk Analytics & Reporting

• Capital Analysis and Stress Testing

• Loss Forecasting, CCAR, CECL, and Basel/RWA

• Experience in model development is prerequisite; experience in Market Risk modelling e.g. VaR and Monte Carlo Simulation and/or experience in Counterparty Credit Risk e.g. CVA, exposure profile modelling are strongly preferred

• Very good programming skills in at least one programming language, Python most preferably

• Familiarity with regulatory guidance around financial stress testing principles and methodologies (inc. TWD), are strongly preferred

• Expert in topics related to Model Development Lifecycle and Model Risk Management;



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