Lead Quantitative Market Risk Analyst
Conducts and develops quantitative and analytic models, assessments and/or applications in support of risk management efforts that assess the market and identify risks and gaps in existing or proposed processes. Applies diverse methodologies and deep experience in a variety of disciplines to identify and solve complex and/or undefined risk problems. Works with leadership to remediate gaps and improvements identified between existing practices and regulatory requirements. Leads and executes complex initiatives and cross functional teams within the Chief Risk Office and across the Enterprise that drive problem resolution. Leverages broad enterprise knowledge and/or expert knowledge of core business discipline(s), products and processes.
- Applies expert analytical knowledge to utilize advanced analytics to assess future risk and/or new risks, opportunities, and effectiveness.
- Translates results into meaningful solutions to enhance decision making.
- Presents findings to senior level leadership.
- Applies expert knowledge and industry best practices to quantify risk and aggregate exposures.
- Develops complex systems and programs that measure aggregate risk exposures.
- Performs model validations and presents results to senior leadership.
- Applies innovative and scientific/quantitative analytical approaches to draw conclusions and make recommendations to answer business objectives and drive change.
- Translates recommendations into communication materials to effectively present to senior leadership.
- Recommendations typically have a major impact on business results.
- Provides subject matter expertise in operationalizing recommendations.
- Applies expert knowledge to produce advanced analytical material to lead discussions with cross functional teams and senior leadership to understand complex business objectives and influence solution strategies.
- Demonstrates thought leadership in cross functional team environments.
- Drives and creates cross functional teams in support of initiatives that have significant impact to the enterprise or a core business area.
- Provides direction and mentorship to other team members in the peer review process.
- Expertly communicates analytical results, findings and solutions to governance committees and business process owners and influences business analysis.
- Bachelor's degree in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline required; or 4 additional years of related experience beyond the minimum required may be substituted in lieu of a degree.
- 8 or more years of related quantitative analysis experience in a discipline relevant to risk management to include statistical analysis, modeling, mathematics or other quantitative discipline; Or PhD in Economics, Finance, Statistics, Mathematics, or other quantitative discipline and up to 4 years work experience in a quantitative discipline relevant to risk management
- Experience in private equity investments and rea estate investments
- Experience in portfolio management or real estate portfolio investment management
- Understanding of private equity risk
- Ability to work effectively with multiple stakeholders