the smart solution for Newark jobs

Manager, Data & Analytics - Model Rsk

Company: Protiviti Inc.
Location: New York, NY
Posted on: May 15, 2018

Job Description:

Position: Manager, Data & Analytics-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

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. Review work
product of Consultants/Senior Consultants, including reports,
presentation decks, code and analysis documents. Oversee client status
updates. Assist in sales/client development and aid in preparation of
Requirements: Master’s degree (or foreign equivalent) in Financial
Engineering, Quantitative Finance, Statistics, Applied Mathematics, or
related analytical field and two (2) years of experience performing
quantitative analysis and multifactor modeling.

One year of experience must include:

• Performing derivative pricing, including estimating the fair
value of derivative contracts, and equity price modeling;

• Performing Value At Risk calculations to measure and quantify
the level of financial risk within a firm or investment portfolio;

• Programming using MATLAB, R, Python, SQL and Excel for building
model frameworks, prototypes, and data cleansing, testing, and

• Performing model risk development, validation, and governance in
accordance with SR-11-7, SR-15-18, and SR-15-19 guidelines;

• Performing financial risk analysis including market risk and
credit risk for derivative pricing, interest rate pricing, and portfolio

• Performing reporting and visualization of model validations,
data findings, and risk assessments using Excel and R, and reporting
findings to clients or internal managers.

** Expertise may be gained during graduate program.

Submit resume to Job Code MDA2018, Dana S. Portnoy, Protiviti, 125 High
Street, 17th Floor, Oliver Street Tower, Boston, MA 02110

Keywords: Protiviti Inc., Newark, Manager, Data & Analytics - Model Rsk, Other, New York, NY, New Jersey

Didn't find what you're looking for? Search again!

I'm looking for
in category

Other Other Jobs

Now interviewing - Work at home
Description: WORK AT HOME We are currently interviewing for immediate
Company: Discount health company
Location: Staten Island
Posted on: 06/20/2018

IP Associate
Description: This general practice firm is looking to add an IP Attorney experienced in electronics,
Company: Premier Legal Staffing, Inc.
Location: Staten Island
Posted on: 06/20/2018

Sitter Wanted - Seeking Child Care Worker
Description: Description: br Hey my name is anam. I'm interviewing a sitter available in vineland, newjersy.
Company: Sitter
Location: Philadelphia
Posted on: 06/20/2018

Dedicated CDL-A Truck Drivers-Home Daily-Great Pay [284]
Description: Hub Group Dedicated needs CDL-A flatbed drivers in the Fairless Hills, PA area This is a local position, so enjoy going home at the end
Company: Hub Group
Location: Lansdale
Posted on: 06/20/2018

Sitter Wanted - Booking A Talented Babysitting Service Provider In Bloomfield
Description: Posting: br Hello my name is Sachi. I'm booking a baby sitter living in Bloomfield, New Jersey. I aim
Company: Sitter
Location: Bloomfield
Posted on: 06/20/2018

Telemarketing Positions/ FT-PT
Description: Weve got great work at home positions for people looking to supplement or replace their income. Our staff has complete flexibility over their schedules. We are expanding all over the US, and need to fill (more...)
Company: Liberty For All
Location: Philadelphia
Posted on: 06/20/2018

Class A CDL Truck- No Experience? No Problem. Will Train!
Description: SWIFT REFRIGERATED A Class A Driving Career for a Lifetime No Experience No Problem We'll train you Paid CDL Training. Be in demand as a Class A Tractor Trailer
Company: Swift Refrigeration
Location: East Orange
Posted on: 06/20/2018

Manhattan Biology Tutor Jobs
Description: Manhattan Biology Tutor JobsVarsity Tutors has students in Manhattan looking for Biology tutoring.Varsity Tutors is a live learning platform that connects tutors with students to provide personalized
Company: Varsity Tutors
Location: New York
Posted on: 06/20/2018

Real Estate Account Executive
Description: Do you get Real Estate Understand the value of accurate data Can you go toe-to-toe with the commercial real estate industry's leaders br br If you're a sales leader with proven experience selling (more...)
Company: CompStak
Location: New York
Posted on: 06/20/2018

Policy Title Typists
Description: We are a national specialty staffing company providing highly qualified employees to niche industries. Our focus is quality and our industry-savvy Account Managers recruit the most competent and skilled (more...)
Company: Mommy Jobs Online
Location: Clifton
Posted on: 06/20/2018

Log In or Create An Account


Forgot password?

Find us on Facebook

Find us on LinkedIn

Get the latest New Jersey jobs by following @recnetNJ on Twitter!

Newark RSS job feeds