Company or Recruiter:
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Maxwell Search
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Industry:
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Management and Strategy Consulting
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Function:
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Management Consulting
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Location:
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New York, NY
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REF Code:
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Position Level:
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Experienced
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Position Type:
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Full Time
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Salary:
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No Preference
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Leading consulting firm is seeking to add management level talent to its credit risk consulting practice. Candidates will join the risk management team working in managing all phases of advisory work assisting clients with: credit policies, credit risk measurement (asset and portfolio levels), credit loss forecasting, model validation, reporting, mitigation, performance measurement, and capital allocation. Specific areas of advisory work expected could include: managing engagements assisting clients with the development and refinement of models to measure obligor default risk, facility loss given default and exposure at default, credit value-at-risk, credit default swaps and structured products, including collateralized debt obligations, and the development and implementation of economic capital and risk adjusted performance measures frameworks. Successful candidates will possess:
A minimum of five to seven years of relevant experience in retail banking/capital markets at a commercial/investment bank with a well-developed credit risk management infrastructure or comparable experience working as an advisor to financial services companies.
-Strong analytical and problem-solving skills, and demonstrated knowledge in Credit and/or Market risk measurement and management. Ideal applicants would also have strong quantitative and/or technology skills.
-In addition to core competencies in credit and/or market risk measurement and management, a thorough understanding of some or all of the following would be an asset:
o Credit lifecycle within a commercial bank
o Credit risk management infrastructures
o Quantitative methods and tools supporting credit risk measurement
o Economic capital and risk-adjusted performance measurement
o Competitive and regulatory drivers for credit risk management
o Integration of economic capital into performance measurement frameworks (e.g. RAROC, SVA)
o Current industry and regulatory issues (Basel II)
o Funds Transfer Pricing, ALM modeling, Data (time series, yield curve development)
o Knowledge of credit and market risk software (e.g. KMV, Credit Manager, Risk Manager)
o MS Project, VB, C++, SAS, Bloomberg
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Contact:
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GM
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Phone:
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Fax:
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E-mail:
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gm@maxwellsearch.com
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URL:
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Maxwell Search
Maxwell Search is an executive recruiting firm specializing in the placement of professionals in finance, accounting, risk and consulting within the financial services sector
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