Job Title : Quantitative Capital Management Lead
Location : Omaha, NE/ Remote
Duration : 6 months
Description and Responsibilities Client is seeking a full-time Quantitative Capital Management Lead consultant to work with our client in Omaha, NE.
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.