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Senior ALM Risk Analyst Job Details

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Senior ALM Risk Analyst (Ref: 090520-MC-01)
Sector, Sub Sector: Capital Markets
Compliance Type: Credit
Expertise: -
Company: Navy Federal Credit Union
Location: District Of Columbia Americas, United States
Employment Type: Permanent
Job Description:

Navy Federal Credit Union seeks an accomplished and experienced Risk Management Professional with significant experience in Economic Capital, Basel II and RAROC to join its prestigious Risk Management Advisory Team. This group advises a variety of Major Financial Institutions (banks, broker-dealers, insurance companies, asset managers, hedge funds) regarding interest rate risk, and equity risk management. Projects include credit risk, risk reporting, market risk measurement (VaR - Value at Risk), RAROC / RAPM (Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement), corporate treasury, derivatives/swaps pricing/valuation, quantitative risk management methods and financial risk systems / credit risk systems (i.e.: QRM).

Analysts in credit risk / RAROC / RAPM will manage integrated teams that focus on helping clients pioneer sophisticated methods of developing and implementing economic capital models, credit portfolio management / performance measurement methodologies and establishing Basel II risk management / compliance frameworks and infrastructure and introducing cutting edge risk management technology to their enterprise.

Requirements: 5+ years risk experience in Financial Services, Regulatory / Ratings Agency or Professional Services / Risk Advisory (Big 4 / Big 5 or similar Risk Management Advisory) with significant exposure to economic capital risk, Basel II compliance, RAROC / RAPM and related risk management models and complex global risk projects. The successful candidate will have advanced quantitative skills, a strong track record of managing risk management project teams and a desire to apply one's professional experience.
Job Ref No: 090520-MC-01