Risk Management Officer
Wintrust Financial Corporation · Rosemont, IL · 3 mo ago
Finance$66/hrFull-time
Responsibilities
- Model Validation
- Data Validation
- Theoretical Framework and Design Testing
- Assumptions and Limitations Testing
- Model Conceptual Soundness
- Back-testing
- Model Effectiveness Testing
- Sensitivity Analysis
- Benchmarking
- Ongoing Monitoring
- Evaluation of Model Adjustments
- Ongoing Process Management, Enhancement and Updates
- Stakeholder Management
- AI and Risk Management Framework
- Special Ad-Hoc Projects
Requirements
- Master’s degree in Applied Economics, Statistics, Mathematics, Data Science or related field
- 2 years of related work experience
- Experience with financial products and associated risk management
- Experience with quantitative modeling in the financial industry using financial and economic data
- Experience with data handling skills using advanced statistical and numerical methods
- Experience with MS Office applications such as Word, Excel and PowerPoint
- Experience with a changing regulatory environment, such as the OCC2011-12 guidance
- Experience with SAS and Python for statistical modeling and data handling
- Experience with one or more of the following (R, SQL, MATLAB, VBA)
Qualifications
Commensurate with experience.
Skills
Not specified.
Benefits
Not specified.
Pay
$101,949.99
Schedule
Hybrid position with some telecommuting flexibility, but requirement to physically be in Rosemont, IL office three days a week.