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Enterprise Risk Manager
Our client, a major California banking institution, is seeking an experienced enterprise risk manager to join their Basel II Project Team. The Enterprise Risk Group manages various projects to improve risk management (ie: transaction level risk parameters, Economic Capital and RAROC, concentration risk management, market risk stress testing and reporting). The initial focus will be on parameter calculations for the Retail portion of the Basel II project. The enterprise risk manager will be responsible for the day to day management and execution of risk related projects, working closely with the other members of the Enterprise Risk Group. Short and intermediate term focus will be on day-to-day execution of the Retail Basel II project, which requires calculation of key risk parameters (PD, LGD, EAD) according to Basel definitions, employing cutting edge statistical methodology (e.g. regression analysis), as well as documentation, back-testing and validation and the application of strong analytical abilities and risk methodology knowledge to enhance the bank’s risk analytics.
Requirements
5+ years analytical experience with a major financial institution, management consultancy or regulatory organization with strong exposure to risk management and capital analytics, statistics and project management.
Qualified candidates are invited to forward their resume in confidence to:
Gene Starr
E. D. Starr & Company
40 Exchange Place
New York, New York 10005
(212) 248-1692
e-mail: gene.starr@edstarr.com
E. D. Starr & Company is a full service executive search firm specializing in recruitment for management consulting, financial services and energy for positions in credit risk management / credit portfolio management, market risk management, operational risk management, risk reporting, RAROC/RAPM/Basel II ( Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement ), controls, treasury, capital markets, risk management technology and business process improvement / business process reengineering / enterprise wide risk management.
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