Econometric Modeler

Daman, Inc Ok-sign    posted about 5 years ago

Contract | Staffing Agency | | 2000 Hours San Antonio, TX


Description:

  1. Participate in development of global macro economic scenarios for portfolio stress testing to achieve consistency across markets (leverage multiple external/internal providers (Moody?s, EIU/Global Insight, GE Treasury, market data) to validate scenario assumption levels and obtain final scenario approvals
  2. Assemble stress test, planning, and loss forecasting model results across global portfolios, analyze, validate, interpret the outcomes, identify key drivers, product sensitivities, complete attribution analysis, and required reconciliations.
  3. Manage process improvement & automation projects, coordinate timelines and deliverables with Risk & Finance process owners across markets and with various HQ stakeholders
  4. Support the preparation of presentations to senior management with actionable outcomes based on quantification of imbedded and potential risks, cascade to business platforms
  5. Support product optimization projects and drive implementation of results within local platforms
  6. Achieve integration and triangulation and analytical tools to support quantitative risk management
  7. Work with global Risk organizations to assure adequate process controls and record keeping of data, models, and assumptions

Qualifications/Requirements      Basic Requirements::

  • Bachelors Degree in Finance, Accounting, Business, Economics, Mathematics, Statistics, Risk Management, or similar discipline and minimum of 4 years experience in finance, risk management or related functions. (or high school diploma / GED and 8 years of relevant experience in relevant Finance or Risk Management roles)
  • Experience manipulating and analyzing large amounts of data, including aggregating information from multiple work streams with high and varying degrees of complexity
  • Experience auditing and reconciling large amounts of data
  • Experience communicating with varied groups of stakeholders and senior management
Employer avg response time
  • Relocation Assistance: No
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