Stress Testing Specialist | Investment Bank | NYC
An international investment bank in New York is looking for a VP-level stress testing specialist to add to their risk management team. This position consists of developing and implementing innovative models for stress testing, as well as analysis and presentation of results.
- End-to-end development of stress testing models
- Predictive modeling and/or machine learning models
- Data management and reporting
- Collaboration with risk teams in several locations
- Scenario design to stress vulnerabilities
In order to meet the expectations of this role, candidates must possess strong mathematical and analytical skills with experience in portfolio and project management, knowledge of policies and regulations, and working knowledge of data management and reporting…
Other requirements consist of:
- Advanced degree in quantitative discipline.
- Relevant experience with a corporate investment bank
- Programming skills in Python, R, SAS, VBA, or SQL
This opportunity offers excellent experience at a reputable financial institution in New York.
If interested, please contact Steven Swift