Connecting...

Director, Capital Risk | Investment Bank | New York

Job Title: Director, Capital Risk | Investment Bank | New York
Contract Type: Permanent
Location: New York, USA
Industry: financial services
Salary: Negotiable
REF: ML6521_1507212871
Contact Name: Mike La Rosa
Job Published: 12 days ago

Job Description

We are partnering with a global investment bank on a search to identify a Director to join their Capital Risk team focusing on scenario design and stress testing.

The team is tasked with the design and production of both regulatory and internal stress test scenarios used for capital management and reporting purposes. The team utilizes its expertise with macroeconomic, market variables and statistical analysis of large volumes of historical data to develop likely forecasts for macroeconomic and market variables across multiple asset classes. Unique opportunity to join a newly formed global team at the ground level.

Successful candidates will have 7-10 years of risk analytics experience in stress testing, scenario design and statistical analytics underpinned by an advanced degree in a quantitative discipline. Knowledge of econometrics is highly desired.

Please contact Mike La Rosa on (646) 766-1211 for more information on this search or other senior level mandates in the risk management ecosystem.