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Senior Vice President - Enterprise Risk Analytics
Ref No.: 17-16087
Location: Rockville, Maryland
Position Type:Full Time/Contract
Start Date: 05/10/2017
Client: SAS – Financial Services Company
Role: Senior Vice President - Enterprise Risk Analytics
Location: Los Angeles, CA
Duration: 3-4 months with opportunity to FTE

DESCRIPTION and RESPONSIBILITIES
SAS is seeking a full-time Senior Vice President - Enterprise Risk Analytics to work with our client, a Financial Services client in Los Angeles, CA.
SVP will be responsible for DFAST regulatory and line of business stress testing, loss and RWA outlooks for near term and long term forecasts; supporting Line of Business (LOB) initiatives such as Allowance for Loan and Lease Losses, MSRs, repurchase reserves, balance sheet stress testing exercises; economic capital models, and supporting ad-hoc management requests to analyze risk measures in portfolio; liaising closely with peers within business lines, Internal Audit, and enterprise risk teams to oversee, assess, and manage credit, market and operational risks through analysis of model output and portfolio data. Staying informed of research trends and market best practices and sharing information with modeling teams and management. Ensures the performance of all duties in accordance with the company's policies and procedures, all U.S. state and federal laws and regulations, wherein the company operates.

QUALIFICATIONS – ESSENTIAL
· Bachelor's degree in Math, Economics, Finance or other quantitative fields; Master's Degree
preferred.
· 12+ years of related experience with bank asset / liability management tools and techniques, as well as credit analysis and regulatory requirements.

· Ability to collaborate with other stakeholders in model design, review and interpretation of model outputs.
· Must demonstrate general knowledge of credit, operational and market risk measurement and management.
· In-depth knowledge of Bank administration, operations, products and services; related state and federal laws and regulations, and other Banking operational policies and procedures.
· In-depth knowledge of Bank balance sheet and assessment of inherent risks
· Experience, knowledge and training in all operational and lending activities and terminology.
· Strong analytical skills and ability to analyze and interpret financial and operational data.
· Exceptional verbal, written and interpersonal communication skills, with the ability to apply common sense to carry out instructions and instruct others, write reports, correspondence
and procedures, and speak clearly to customers and employees.
· Ability to deal with complex problems involving multiple facets and variables in non- standardized situations.
· Ability to lead a team of quantitative analysts that apply math and financial concepts to business models.
· Ability to work with no supervision while performing duties.
· Demonstrates knowledge of, adherence to, monitoring and responsibility for compliance with state and federal regulations and laws as they pertain to this position including but not
limited to the following: Regulation Z (Truth in Lending Act), Regulation B (Equal Credit
Opportunity Act), Fair Housing Act (FHA), Home Mortgage Disclosure Act (HMDA), Real
Estate Settlement Procedures Act (RESPA), Fair Credit Reporting Act (FCRA), Bank Secrecy Act (BSA) in conjunction with the USA PATRIOT Act, Anti-Money Laundering (AML) and Customer Information Program (CIP), Right to Financial Privacy Act (RFPA, state and federal) and Community Reinvestment Act (CRA)
· Advanced working knowledge and skills of Excel and statistical modeling packages.
· Experience in statistical modeling in Financial Services industry.
· Work related experience must consist of experience in the Banking industry.
· Knowledge of Bank administration, lending and operations products and services; related state and federal laws and regulations, and other Banking operational policies and
procedures.
· Strong analytical skills and ability to analyze and interpret financial and operational data.
· Knowledge of bank asset/liability management tools and techniques.
· Exceptional verbal, written and interpersonal communication skills, with the ability to apply common sense to carry out instructions and instruct others, train personnel, write reports,
correspondence and procedures.

ESSENTIAL RESPONSIBILTIES/ACTIVITIES:
· Responsible for identification and quantification of enterprise and line of business risks;
based on the three pillars of risk management: Credit, Market and Operational Risks.

· Oversee preparation, data compilation, and financial/statistical analysis of impact of macro- economic factors on Company's Balance Sheet and P&L, and stress scenarios.

· Responsible for design, development, documentation and maintenance of portfolio level stress test models, including PPNR, credit loss and RWA forecasting.


· Communicates with LOB management regarding quantification of LOB specific risks;
providing information and technical support in development and revision of risk plans.

· Oversee creation and maintenance of statistical challenger models and reports; plans and monitors timelines to meet strict deadlines in regulatory reporting.

· Oversee the design and development of predictive analytics allowing risk mitigation

· Supports senior management in completing managerial reporting and analysis of enterprise risk monitoring.

· Performs personnel actions including performance appraisals, disciplinary actions, and interviewing candidates for employment; supervises the daily activities of the team including, but not limited to, effective delegation of assignments, developing work schedules and providing necessary training.

· Treats people with respect; keeps commitments; inspires the trust of others; works ethically and with integrity; upholds organizational values; accepts responsibility for own actions.

· Demonstrates knowledge of and adherence to EEO policy; shows respect and sensitivity for cultural differences; educates others on the value of diversity; promotes working environment free of harassment of any type; builds a diverse workforce and supports affirmative action.

· Follows policies and procedures; completes tasks correctly and on time; supports the
company's goals and values.

· Performs the position safely, without endangering the health or safety to themselves or others and will be expected to report potentially unsafe conditions. The employee shall comply with occupational safety and health standards and all rules, regulations and orders issued pursuant to the OSHA Act of 1970, which are applicable to one's own actions and conduct.
· Performs other duties and projects as assigned.