Manager, Model Risk
Company: Protiviti Inc.
Location: Chicago, IL
Posted on: February 15, 2017
Job Description:
Protiviti is a global consulting firm that helps companies solve
problems in finance, technology, operations, governance, risk and
internal audit. Through our network of more than 70 offices in over 20
countries, we have served more than 35 percent of FORTUNE® 1000 and Global 500
companies. We also work with smaller, growing companies, including those
looking to go public, as well as with government agencies. Protiviti is a wholly owned subsidiary of Robert Half
International Inc. (NYSE: RHI). Founded in 1948, Robert Half International is a
member of the S&P 500 index. Duties: Review, validate and develop quantitative models related
to market, credit, operational, liquidity risk capital, ERM,
insurance models, stress testing, Basel 2, and Solvency 2 compliance. Develop and
validate models in order to identify areas of risk. Evaluate, develop,
and implement credit and market risk measurement tools. Conduct
operational risk assessments and accumulate event data. Provide advisory
and methodological support for quantification and operational risks.
Plan, budget and manage client engagements, and advise clients on
risk. Recognize potential client risk and communicate identified risks. Research
technical and industry trends and recommend risk management solutions.
Deliver specific product solutions to clients. Supervise two
Consultants. Requirements: Master’s degree (or foreign equivalent) in
Finance, Statistics, Engineering, Mathematics or related field, and one
year of experience performing financial modeling and risk
management. Also requires: demonstrated expertise performing decision and
risk analysis, including stochastic modeling and optimization, and
time-series and survival analyses; performing data mining and database
manipulations for large data sets using SQL and Access for large data sets;
designing and developing models and providing model reliability services
utilizing SAS, C++, Matlab, and VBA; utilizing computational methods to perform
valuation and probabilistic finance analysis, including Monte Carlo
simulation programs and Black Scholes models; ensuring business strategy
compliance with the Fair Lending Act; and utilizing financial engineering
techniques, including asset pricing and fixed-asset securities. **Expertise may be gained during graduate program Submit resume to Job Code MMR-ZL2017, Dana S. Portnoy,
Protiviti, 125 High Street, 17th Floor, Oliver Street Tower, Boston, MA 02110
Keywords: Protiviti Inc., Chicago , Manager, Model Risk, Finance , Chicago, IL, Illinois