ETAR Risk Specialist Sr.

5 hours ago


Cleveland, Ohio, United States Huntington Bancshares Inc. Full time
Job Summary:

The ETAR Risk Specialist Sr. is responsible for conducting modeling, development, research, and analysis to ensure appropriate modeling techniques and assumptions are deployed in the company's trading and risk systems. This role requires a deep understanding of market and counterparty credit risk, as well as ongoing compliance with model risk management requirements and regulatory requirements.

Key Responsibilities:
  • Develop and maintain comprehensive model documentation, ensuring effective communication with traders, risk partners, senior management, and regulators.
  • Analyze and explain changes to VaR, DV01, PFE, and other risk metrics due to market and model/position changes, ensuring the changes are expected.
  • Partner with model validation, audit, and Segment Risk Officers to respond to their requests in a timely and accurate manner.
  • Collaborate with the capital market risk production team to ensure ongoing performance monitoring and outcome analysis.
  • Perform other duties as assigned.
Requirements:
  • Bachelor's Degree
  • 3 years of experience in risk analytics and/or quantitative modeling
Preferred Qualifications:
  • Master's degree in a quantitative field
  • Direct market and/or counterparty risk modeling experience
  • CFA or FRM designation
  • Knowledge of US regulatory market risk management framework
  • Experience in a regulated financial institution
  • Ability to communicate effectively with various stakeholders verbally and in writing on complex market risk subjects
Equal Employment Opportunity:
Huntington is an equal opportunity and affirmative action employer, committed to providing equal employment opportunities for all, regardless of race, color, religion, sex, national origin, age, disability, sexual orientation, veteran status, gender identity, and expression, genetic information, or any other basis protected by local, state, or federal law.

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