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Manager, Model Risk

Company: Protiviti Inc.
Location: Chicago, IL
Posted on: January 17, 2017

Job Description:

Position: Manager, Model Risk (Chicago, IL)

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. Recognize

potential client risk and communicate identified risks. Research technical

and industry trends and recommend risk management solutions. Deliver

specific product solutions to clients.

Requirements: Master’s degree (or foreign equivalent) in Finance,

Economics, Statistics, or related field, and one year of experience

performing credit risk management and consulting.

Also requires: demonstrated expertise ensuring compliance with Fair Lending

Act regulations including RESPA, TILA and HMDA; consulting with clients to

perform lending modeling analysis and analyze policies, procedures and

internal controls to ensure compliance with the Fair Lending Act; utilizing

computational methods to perform valuation and probabilistic finance

analysis, including Monte Carlo simulation programs and Black Scholes

models; performing programming for statistical and computational analysis

using SAS, SQL and VBA; performing Allowance for Loans and Leases (ALLL)

modeling for financial reporting and stress testing purposes; and in

Comprehensive Capital Adequacy Review (CCAR) and Dodd Frank Act Stress Test

(DFAST) submission reporting in compliance with the FRB and FDIC

requirements.

Submit resume to Job Code MMR-NH2016, 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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