The position affords a unique opportunity to join the leadership team of a fast-growing global risk management practice. You would be expected to play a lead role in recruiting and grooming team-members, participate in client meetings, presenting at conferences and be involved in the delivery of high-quality cutting edge services to marquee clients.
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Responsible for ensuring high quality modeling/model validation and stress testing solutions to clients in assigned client projects
Be a senior interface and coordinate with the internal/ Moody’s Analytics Sales team
Building and establishing lasting relationships with senior client stakeholders
Improve and establish processes for recruiting and training quant analysts/risk modelers for modeling and model validation activities
Drive the thought leadership agenda forward by creating relevant content such as articles, whitepapers, presentations (for webinars and conferences)
Manage internal stakeholders and ensure appropriate planning/resourcing for executing client projects
Interact with and meet key clients located across US. Flexibility to travel at short notice is a requirement
Contributing to and guiding in the development of new capabilities
Helping with the delivery and client-interfacing of other related services areas such compliance and commercial lending support
CopalAmba, a Moody’s Analytics Company, is the leading provider of research and analytics services to the global financial and corporate sectors. Our clients include leading bulge-bracket financial institutions, Fortune 100 corporations and mid-tier companies. We support over 200 institutional clients through our team of 2500+ employees. We have offices across the globe in US, UK, UAE, Hong Kong, Mauritius, India, Sri Lanka, China and Costa Rica.
Must possess a strong track record of working in risk analytics with a strong understanding of credit risk modelling and stress testing, as applied to CCAR banks. This would include an exposure to PD, LGD, EAD models across various retail/wholesale portfolios and PPNR modelling. A good understanding of commercial lending and an exposure to compliance monitoring (KYC/AML analytics) is also desirable.
PhD/ Masters’ degree in Finance, Economics, Statistics or Engineering or equivalent quantitative subjects
5+ years of work experience in risk modeling, model validation or stress testing ( a minimum of 10 years financial industry experience is strongly preferred)
Excellent quantitative modeling, research, and programming skills (R, SAS, Matlab)
Needs to be very proactive, self-starter and have the ability to multi-task
Excellent verbal, written and presentation skills is essential
Ability to engage with a wide variety of senior client stakeholders – CROs/ Heads of Model Risk, Heads of Credit Risk, Heads of Validation/ Market Risk etc.
Experience in risk consulting/advisory in the Big4 firms or Oliver Wyman/Protiviti/Promontory etc is desirable
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