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    Risk Specialist - Chicago, United States - Diligente Technologies

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    Description

    Title :
    Risk Analyst, Income Risk Modelling

    Location :
    Chicago Illinois- Hybrid


    Employment Type:
    Full time


    Description:

    How you'll make an impact:
    Design efficient process to model our income projection timely.

    Perform analysis to identify issues and support changing scenario analysis or modeling requirements from market update, regulatory change or management strategic needs.


    What you can expect:


    Support income forecasting and risk analysis processes, to model the company's income at risk, risk exposures and sensitivity to each.

    Assist in the preparation and development of reporting and presentation for various internal committees and Board meetings.
    Collaborate with business units to understand and refresh assumptions on future member activity and investment capacity.

    Support the CFO in the annual Strategic Planning process by incorporating additional risk/stress scenarios in the income forecast process and risk analysis framework.

    Collaborate with internal stakeholder on modelling changes and version upgrades to implement changes and assess income impact.
    Collaborate with other departments on new product development, new investment consideration and hedge strategy implementation to assess income impact.
    Assist in process re-engineering, model documentation and EUC(End-User Computing) maintenance
    Other duties as assigned.

    What you'll bring:
    1+ years of experience in risk management, risk modeling or fixed income capital markets.
    Master's degree in a quantitative field (Mathematical Finance, Computational Finance, Computer Science, Finance, Statistics, and Mathematics).
    A designation of CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) is a plus.
    Strong written and verbal communication skills, including the ability to convey complex concepts.
    Detail oriented, with strong problem-solving abilities and quantitative/analytical skills.
    The ability to self-manage and work on multiple deliverables concurrently.
    Proficient in Microsoft Office products such as Excel, PowerPoint, and Word.
    Knowledge of SQL, VBA, Python a plus.
    Exposure to fixed income securities and derivatives, and Asset/Liability Management a plus.

    #J-18808-Ljbffr


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