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Senior ALM Market Risk Consultant

Company:
AthenPollo LLC
Location:
Charlotte, North Carolina, United States
Salary:
Market
Posted:
June 20, 2019

Description:

AthenPollo is looking for a Senior ALM Market Risk Consultant to support a leading financial client. This is a full time position based in Charlotte, NC. Security, Satisfaction, flexible working hours and Happiness, come along with a handsome package!

Job title: Senior ALM Market Risk Consultant

Job Type: Full time permanent.

Location: Charlotte, NC.

Required Education: 4 year degree.

Required Experience: 3-5 years.

Job Description:

• The ALM Risk team is part of the company’s Market and Counterparty Risk Management group which provides independent risk management under the direction of the Company’s Chief Risk Officer. ALM Risk Analytics provides modelling and analytical support to the Investment Portfolio Risk and Balance Sheet Risk groups, who provide governance and oversight for two front-line risk-taking groups, namely Corporate ALM and the company’s investment portfolio.

• This position will report to the Head of ALM Risk Analytic Design focusing on multiple initiatives pertaining not only to the IP portfolio but the whole balance sheet. This role should be experienced with financial engineering, balancing practicality with theory, and able to effectively implement and prototype solutions to complex business problems.

Responsibilities:

• Work with development team to identify and build out enhancements to OCI production model, including back testing, attribution and performance monitoring capabilities.

• Develop independent insights into key assumptions and management judgment used in OCI risk management.

• Maintain appropriate stature and relationship with the Investment Portfolio Risk and Balance Sheet Risk groups, business line teams, and model developers/owners to effectively facilitate quantitative analyses and resolve issues in a timely manner.

• Closely interact with QRM experts within ALM Risk Analytics to influence decisions regarding QRM projects and perform analyses of QRM results.

• Contribute to ad-hoc analyses via prototypes, modelling or data analysis, to assist with new risk initiatives related to Balance Sheet and IP portfolios.

• Participate in periodic reporting of governance and oversight activities to management, regulators, and other risk groups.

Required Qualifications:

• 3+ years of experience in one or a combination of the following: trading, desk analyst, or capital markets.

Desired Qualifications:

• Strong analytical skills with high attention to detail and accuracy.

• A PhD in a quantitative discipline.

• Knowledge of capital market risk modeling approaches, risk-neutral pricing models and statistical analysis.

• Experience in fixed income securities markets and strong knowledge in callable and structured products.

• Strong Python programming skills. Knowledge of SAS is a plus.

• Deep knowledge of object oriented programming.

• Experience with SQL and database design.

• Strong knowledge and experience with OCI/OTTI/PPNR modeling and risk measurement.

• Experience with QRM and/or PolyPaths a plus.

• Advanced Excel spreadsheet skills.

• Ability to take initiative and work independently with minimal supervision in a structured environment.

• Ability to develop strong relationships with various business and support partners.

• Reliable team player with strong personal integrity, a solid work ethic and positive attitude. This role requires a highly organized, self-motivated and detail oriented professional with ability to thrive in a demanding environment.

Contact: Syed Irfan

Cell: 616-855-1605

Email: Syed.Irfan(AT)athenpollo.com

I appreciate if you forward your updated word formatted resume for review before we speak.

About Us:

AthenPollo is a fast growing and dynamic organization providing IT consulting and staffing services for over 10 years and committed to becoming one of the nation’s premier IT companies. Our highly skilled and experienced team strives to deliver the highest levels of service and value to our Customers and Consultants. Our client base is comprised primarily of Fortune 500 companies and large system integrators.