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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


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