Risk Modeler Resume Sample
Caleigh Heidenreich
19448 Fahey Rapids,
Houston,
TX
+1 (555) 790 7090
Work Experience
Senior Risk Modeler
10/2016
-
PRESENT
Los Angeles, CA
- Dynamic team?work environment
- Exposure to challenging quantitative problems such as modeling market risk for derivatives, large scale Monte' Carlo simulations of complete portfolios across the firm, and fast approximation of market risk measurements
- Strong technical skills with thorough knowledge of credit risk modeling, economic capital and Basel regulatory capital, and ideally significant relevant experience gained in a banking, consultancy or regulatory environment
- Strong interest in working with mathematical and statistical techniques and good background knowledge of quantitative finance
- Knowledge of statistical and Math software packages (e.g. R, Stata, MATLAB etc.) and programming languages (VBA, C++ etc.)
- Communicate well both informally and formally, including writing extended documentation
- Team Leadership skills would be beneficial
- Senior non-life actuary with extensive previous experience at a major reinsurance company or insurance linked securities fund
Risk Modeler
11/2011
-
04/2016
Boston, MA
- Leads/participates in the identification, development and implementation of new initiatives, operating workflow, additional services/applications or operational efficiencies including potentially leading special project teams or cross functional work groups
- Assists with developing and enhancing credit risk assessment capabilities to identify and maintain good business opportunities with new and existing clients
- Performs detailed analysis and interprets information to make recommendations to Senior Management on critical strategies including non-standard and ad-hoc requests as determined by management
- Creates reports on the results of implemented strategies, using all appropriate quantitative methods and MIS, and makes recommendations to increase efficiencies and revenue while managing credit risk and produce those reports on a regular basis
- Effectively works cross-functionally with teams outside of risk
- Works with Internal Audit / External Regulators, to ensure that documentation for all work processes is complete and up-to-date
- Ensures sound credit control by taking a pro-active approach to risk management within the risk guidelines of the Bank
- Ensures the timely communication of issues that are relevant to the team and encourages a good working relationship with other internal and external groups
- Good IT skills and aptitude
Junior Risk Modeler
06/2006
-
06/2011
Detroit, MI
- Actuarial qualifications and a strong technical background (required)
- Previous experience in analyzing a broad set of risks (preferable)
- Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors.
- Strong technical skills with some knowledge of credit risk modeling, economic capital and Basel regulatory capital, and ideally significant relevant experience gained in a banking, consultancy or regulatory environment
- Knowledge of statistical and maths software packages (e.g. R, Stata, Matlab, etc) and programming languages (VBa, C++, etc)
- Understand current Credit Portfolio Models and their prototype
- Review and challenge implementations and suggest improvements, handle and support model release processes including integration, unit/regression testing and user acceptance testing
- Develop models and analytics for quantitative risk measures
- Demonstrates governance, control and risk management behaviors in alignment with TD policies and practices
Education
Baylor University
2002 - 2006
Master's Degree in Quantitative
Professional Skills
- Strong programming skills and experience
- Prior experience (7+ years) of working in a stress testing/ risk management role
- Advanced programming skills to include knowledge of statistical programs (e.g. SQL, SAS, and R)
- Experience of working in R / MATLAB or one of the programming languages such as C# / Java / Python
- Experience of having worked in a market risk modelling function
- Provide comprehensive documentation of models including analysis on technical aspects of statistical models for model validation purpose
- Less than 1 year of experience in the banking industry with for example participation to a graduate program
How to write Risk Modeler Resume
Risk Modeler role is responsible for credit, modeling, finance, regulatory, database, reporting, research, programming, risk, software.
To write great resume for risk modeler job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Risk Modeler Resume
The section contact information is important in your risk modeler resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:
- First and last name
- Telephone number
Work Experience in Your Risk Modeler Resume
The section work experience is an essential part of your risk modeler resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous risk modeler responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular risk modeler position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Risk Modeler resume experience can include:
- Good technical skills – exposure to one or more of the below is an advantage:Advanced Excel,Basic Bloomberg knowledge,Databases and SQL – MS Access, MySQL, Oracle etc,Power Point knowledge
- Work experience in credit risk modelling, ideally in FRTB Standardized DRC, CCAR, IRC, credit portfolio methodology or credit regulatory capital is an asset
- Assist with analysis and closure of model validation tasks and caveats for models for which the team is responsible (RepoVaR, collateralized PE/EPE, CCP etc)
- Data management or analytical experience
- Applied experience with Logistic Regression, Linear Regression, Time Series Analysis, Decision Trees, and Cluster Analysis
- Provide support to Model Governance, Model Validation, internal and external Audit
Education on a Risk Modeler Resume
Make sure to make education a priority on your risk modeler resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your risk modeler experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.
Additional details to include:
- School you graduated from
- Major/ minor
- Year of graduation
- Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.
Professional Skills in Risk Modeler Resume
When listing skills on your risk modeler resume, remember always to be honest about your level of ability. Include the Skills section after experience.
Present the most important skills in your resume, there's a list of typical risk modeler skills:
- Solid understanding of stress testing methodology, especially market risk
- Proven ability to perform analysis and problem-solve using computational tools
- A good understanding of risk measurement frameworks would be advantage
- Experience of investment banking products / risks
- Experience of managing a team of 10+ people
- Analytically minded and effective communicator (written/oral)
List of Typical Skills For a Risk Modeler Resume
1
Skills For Junior Risk Modeler Resume
- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use
- Assisting in the preparation of regulatory (e.g. Pillar III) disclosures. Other ad-hoc analysis.
- Closely interact with the modeling team to understand how stress testing models work and how they are used
- Design and calibrate stress testing scenarios to assess the impact on the bank’s global portfolio
- Use the scenario modeling tool to generate scenarios
2
Skills For Credit Card Risk Modeler Resume
- Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose
- Communicate complex modeling and statistical concepts to senior levels of internal management
- This is a Quant role in CCR Methodology, Back-testing division with focus on
- Successfully collaborate with market modelling to enhance scenario methodology and scenario expansion
- Provide support for model implementation, performance monitoring and calibration
- Details oriented, curious, keen to drill down risk issues deeply without receiving too much guidance from manager
3
Skills For Market Risk Modeler Resume
- Collaborate with RPCM, Feeds and IT teams in implementing methodology changes and data upgrades
- Discuss scenario trigger and narrative with economists and write the scenario storyboard
- Engage with risk managers across functional areas in the bank to understand key risks in current positions
- Use VBA/R/Excel to improve the efficiency of scenario design process
- Deliver presentation materials for use in senior management and regulatory meetings
4
Skills For Senior Risk Modeler Resume
- Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose
- Generate forecasts for various risk factors for a range of baseline and stress scenarios
- Deep knowledge of statistics and time series analysis is highly desirable
- Manage multiple projects simultaneously and implement rapid changes in project direction
- Exposure to the latest in credit risk and regulatory requirements across all major global regulators
- Collaboration with credit risk methodology teams in London, Zurich and New York
- Job of Credit Risk VaR Methodology team to improve the Insight calculation of EPE and PE
- Maintain and enhance the control mechanisms for checking sensitivities/routing trades appropriately, including ad hoc investigation of risks required for non-vanilla trade types
- Research, development and implementation for Standardized FRTB for DRC calculation and reporting approaches in a continuous improvement cycle that the team undertakes, contribute to the Bank’s delivery on major regulatory initiatives related to methodology
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