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Quantitative Risk Analyst - OH #3391

Company:
MazzGlobal LLC: Employment & Consulting Agency
Location:
Ohio, United States
Posted:
November 07, 2016
Description:

Position Title Quantitative Risk Analyst - OH #3391

Relocation Yes

Location Cincinnati OH

General Summary:

Provides intermediate market risk, quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of financial and risk management. Provides intermediate research analysis in support of recommendations and management information related to profitability trends, market risk exposure, prepayment activity, market risk modeling practices, and other financial and risk related characteristics of the balance sheet.

Principal Duties and Responsibilities:

(1) Researches, develops and implements intermediate market risk analyses projects concerning relevant facets of risk analysis and assessment including market risk, earnings, capital, and aspects of credit risk.

(2) Researches, creates, develops, interprets, applies, implements, and presents regular and ad-hoc financial and market risk analyses projects.

(3) Utilizes the various market risk and earnings models, credit risk and mortgage prepayment models.

(4) Assists in the evaluation, development, implementation and maintenance of new or enhanced processes, models, and systems.

(5) Coordinates and/or initiates data management and automation activities utilizing advanced data management tools (including but not limited to Excel, VBA, SAS, SQL).

(6) Actively supports efforts to develop, build consensus, apply and maintain the enterprise risk management function and program, especially related to market risk, earnings, capital, and aspects of credit risk.

(7) Performs other routine office duties and special projects as assigned by management.

Minimum Knowledge, Skills and Abilities Required:

(1) Master's Degree in finance, mathematics, quantitative analysis, economics, or financial engineering is required.

(2) Minimum one year of related experience performing economic, financial, and quantitative/mathematical analysis or risk analysis or equivalent course work in the same above mentioned areas.

(3) Advanced skills utilizing Excel.

(4) Experience with database management concepts and tools, statistical software and financial programming languages strongly preferred.

(5) Advanced analytical skills necessary to develop complex financial, quantitative and market risk reports and analyses.

(6) Good understanding of fixed income principles, including mortgage-backed securities and derivatives.

(7) High degree of initiative and independence.

(8) Verbal, written, and interpersonal skills to communicate effectively with all levels of Bank personnel.

Bottom line requirements we need notes on with candidate submittal:

1. Master's Degree in finance, mathematics, quantitative analysis, economics, financial engineering, or related.

2. Minimum one year of related experience performing economic, financial, and quantitative/mathematical analysis or risk analysis.

3. Advanced skills utilizing Excel.

4. Experience with database management concepts and tools, statistical software and financial programming languages strongly preferred.

5. Advanced analytical skills necessary to develop complex financial, quantitative and market risk reports and analyses.

6. Good understanding of fixed income principles, including mortgage-backed securities and derivatives.