Risk Management Professional Charlotte, NC

 
Job ID: Job-1335       

location:       Charlotte, NC
Jobtype:        Permanent      
Rate:   up to $115K + bonus    
Primary Skills: SAS, risk management   
Description:    Support first lien pick-A-pay portfolio forecast, Basel initiatives and stress test, as well as other mortgage and Home Equity modeling activities. 

Should have good SAS skills and mortgage data experiences. Prior mortgage and/or Home Equity loss forecast and statistical modeling (especially survival analysis) experiences will be a plus. 

Key Responsibilities include: 
- Maintain and enhance existing lien pick-a-pay loan databases, models and forecast system. 
- Help generate and monitor monthly financial and Basel forecast. 
- Assist in developing on-going Basel and stress test initiatives. 
- Create and maintain high quality documentation. 
- Develop statistical models for other mortgage and Home Equity portfolio. 
- Performance ad hoc analysis as needed. 

Basic Qualifications 
5+ years risk experience. 

Minimum Qualifications 

- BA/BS degree in Economics, Math, Statistics, Financial Engineering, or other field requiring use of statistical methods 
- 5+ years SAS experience 
- Excellent SAS base, SAS macro, SAS SQL and SAS stat programming skills 
- Excellent oral and written communication skills 

Preferred Skills 
- Advanced Degree in Statistics, Mathematics, Actuarial Science, Financial Engineering, Business or Finance and Economics 
- Familiarity with loan-level loss forecast for mortgage portfolio 
- Strong quantitative/statistical modeling skills, documentation and validation 
- Good C++ programming skills 
- Knowledge of bank stress test and Basel II requirements guidelines 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. 
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