Manager, Model Risk

Company: Protiviti Inc.
Location: New York, NY
Posted on: September 15, 2014

Job Description:

Position: Manager, Model Risk (New York, NY)

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: Will oversee the development, testing, validation, and

implementation of custom risk models in the areas of market, credit,

operational, liquidity risk capital, insurance, regulatory compliance, and

Enterprise Resource Planning (“ERP”), based on client needs. Will analyze

client business strategies and related risk and control infrastructures to

develop and implement credit and market risk measurement tools. Will

oversee the development of derivative and capital market instrument

pricing, and identify potential sales opportunities with existing clients.

Will provide advisory and methodological oversight for the quantification

of operational risks. Will manage client driven model risk development

projects, including engagement economics (inventory, receivables, and

pricing). Will ensure client satisfaction and compliance with project

timelines and established delivery schedules.

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

Statistics, Finance, or related field and one (1) year of experience in

credit risk modeling for financial institutions.

Also requires demonstrated expertise: utilizing retail credit modeling for

credit policy development and decision making; utilizing logistic

regression to develop credit risk models for retail or commercial

portfolios; performing model development and validation in compliance with

U.S. and other National regulatory guidance on Model Validation and Model

Risk Management; developing PD, EAD, and LGD models in compliance with

Basel II Final Rule Guidelines; performing stress testing for regulatory

compliance; and developing credit risk models and preparing data for model

development using SAS, MATLAB, and SQL.

Submit resume to Job Code MMR2014, Dana S. Portnoy, Robert Half, 60 Temple

Place, 3rd Floor, Boston, MA 02111.

Keywords: Protiviti Inc., New York , Manager, Model Risk, Finance , New York, NY, New York