ETAR Analytics Manager
at Huntington Bank
Michigan, Michigan, USA -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 30 Oct, 2024 | Not Specified | 31 Jul, 2024 | N/A | Trading Systems,Calypso | No | No |
Required Visa Status:
Citizen | GC |
US Citizen | Student Visa |
H1B | CPT |
OPT | H4 Spouse of H1B |
GC Green Card |
Employment Type:
Full Time | Part Time |
Permanent | Independent - 1099 |
Contract – W2 | C2H Independent |
C2H W2 | Contract – Corp 2 Corp |
Contract to Hire – Corp 2 Corp |
Description:
SUMMARY:
The ETAR Analytics Manager, part of the corporate Enterprise Trading Analytics and Reporting team, drives development as a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, in-depth analysis, internal and regulatory risk reporting, stress testing, and model ongoing monitoring in a strong team-oriented working environment.
BASIC QUALIFICATIONS:
- Bachelor’s Degree
- 5 or more years experience of Capital Market Analytics
PREFERRED QUALIFICATIONS:
- Master’s Degree
- Experience with Calypso and other OTC trading systems
- Strong understanding of VaR, stressed VaR, modeling and regulatory capital framework with deep knowledge of quantitative correlation modeling techniques
- Significant knowledge of various capital market trading instruments
- Capital market risk quantitative expertise
LI-Hybrid
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Responsibilities:
- Calypso and/or other OTC trading systems
- Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model monitoring and documentation to support Capital Markets activities
- Development and production of enhanced risk and P/L reporting capabilities to support derivatives and securities business lines
- Production of committee presentation materials and regulatory market risk disclosures.
- Execution of ongoing monitoring results in alignment with internal and supervisory market risk management and model risk management expectations
- Enhancement of front office system and ad hoc analytics capabilities, including research and analysis in order to adequately measure residual market risks in FX, commodity, interest rate derivative, mortgage-backed security and fixed income portfolios
- Performs other duties as assigned
REQUIREMENT SUMMARY
Min:N/AMax:5.0 year(s)
Financial Services
Accounts / Finance / Tax / CS / Audit
Finance
Graduate
Proficient
1
Michigan, USA