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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