Job Description :
VDart We are a Global Information Technology Services & Workforce Solutions firm headquartered out of Atlanta, GA with presence in US, Canada, MX, UK, Belgium, Japan & India. Founded in 2007, Our team of over 2550+ professionals continually create impact for our customers worldwide in solving complex technology challenges with cutting edge technologies. We specialize in providing the Fortune 1000 companies, niche hard to find skills in technologies including Social, Mobile, Big Data Analytics, Data Sciences, Cyber Security, IoT, Cloud, Machine Learning, and Artificial Intelligence. With delivery centers in the UK, Mexico, Canada, and India, we provide global workforce solutions to our customers covering EMEA, APAC & Americas. VDart is an award-winning organization recognized by Inc 5000 Hall of Fame; Atlanta Business Chronicle*s Fastest Growing Companies; NMSDC*s National Supplier of the Year; Ernst & Young*s Regional Entrepreneur of the Year and more. Role: Quantitative Capital Management Lead Location: Omaha, NE, Minneapolis, Chicago, Kansas City and Denver Duration: 06+ Months Contract to Hire. Description: Client is seeking a full-time Quantitative Capital Management Lead consultant to work with our client, a financial services client in Omaha, NE (or other client locations We are seeking a Quantitative Capital Management Lead who has demonstrated the ability to evolve a comprehensive portfolio risk modeling framework (e.g., for stress testing, CECL, RAROC, ALM, etc, who has led the development and implementation of such frameworks, and who has proven an aptitude for communicating model results in a meaningful way to a variety of audiences.This teammate will provide program management, will mentor others, and will enhance multifaceted models and systems. Models for capital management forecast and set reserves for credit losses (Allowance for Loan and Lease Losses), tie to financial planning and scenario analyses (Stress Testing), assess capital adequacy (Economic Capital), and enable diversification tactics (RAROC The Quantitative Capital Management Lead will work with teams, senior leaders, and committees across the association to foster an effective program. Further, the lead will rely on modern and advanced techniques found in statistics, machine learning, quantitative finance and similar fields to conduct their work. QUALIFICATIONS ESSENTIAL Bachelor's Degree in Mathematics, Statistics or Economics (or equivalent) 6 years enterprise risk management, (investment) portfolio management, or asset-liability management. 3 years leading projects 5 years Developing and implementing models for these purposes Strong statistical acumen with in-depth knowledge of risk modeling. Experience with statistical programming languages such as R, Python, SAS, etc. Strong computer literacy and proficiency in data querying tools (e.g., SQL, SAS, etc PRIMARY RESPONSIBILITES: Program Management Manage a collection of projects under the quantitative capital management program to help achieve the team's mission. Prioritize projects tied to the program, plan for their execution, and provide daily oversight to make project choices that impact the program. Recommend changes in project scope or objectives to the VP-Risk Forecasting & Decision Sciences. Ensure consistent rigor and quality in model development, validation, implementation, and maintenance for projects tied to the program. Make certain that all program models are built and operate in accordance with the Association's model governance framework Mentor and guide teammates working projects tied to the program Quantitative Capital Management Lead the improvement and support of the team's suite of models designed for capital management, including allowance for loan and lease losses, stress testing, economic capital and risk-adjusted return on capital. Results for these parent models stem from forecasts, scenario analyses, and simulations conducted on a common set of component models (i.e., those listed below) requiring enhancements and maintenance. The lead will ensure that component models function across parent models and that parent models operate in coherence. Probability of Default (PD) & Migration Loss Given Default (LGD) Utilization Prepayment Growth Interest Rate Forecasts Lead development and implementation efforts on models designed for capital management. The incumbent will gather and meet business requirements, construct applicable and accurate development datasets, and explore, estimate, and test alternative approaches in order to set methodology. Make certain that independent and effective validation for conceptual soundness takes place prior to model implementations and establish ongoing monitoring routines and outcomes analyses. Good written and spoken communications skills in English and thought-leadership skills. Key Skills: Quantitative Capital Management, Risk management, Portfolio management, Asset-liability management, SAS, Python, R Referral Program: Ask our recruiting team about how you can be a part of our referral program. If you refer a candidate with this background and if the candidate accepts the role our team pays a generous referral. We are keen on networking and establishing a long-term, mutually beneficial partnership with you. We are Equal Employment Opportunity Employer. VDart Inc Alpharetta, GA Follow us on Twitter for the hottest positions: @VDart_Jobs Follow us on Twitter: @vdartinc