Manager

All applicants need to apply online:  www.txucorp.com

Reference job#:  621560695

 

Description:

This position will be responsible for managing the risk reporting group which produces Value at Risk (VaR) and other key risk system quant analysis/statistics (volatility skew, credit reserves, ineffectiveness).


ESSENTIAL DUTIES AND RESPONSIBILITIES: Other duties may be assigned. Directly or through others.

? Manage a team of quantitative analysts and ensure all deadlines are timely met
? Validation of VaR reports and associated communications to internal risk organization
? Ensuring integrity of logic and appropriateness of all quantitative analysis from the group
? Continuously pushing approach and process improvements to streamline activities
? Develop VaR analysis calculations and insights to enable the most efficient use of at-risk capital
? Produce analysis consistent with risk policy requirements and maintain all necessary documentation

 

Qualifications:

? Bachelor of Arts or Bachelor of Science, Master?s preferred
? Preferred areas of study: Engineering, Computer Science, Math, Statistics, Finance, or related field
? 5-7 years working experience in a quantitative role including management experience
? Superior problem-solving skills; ability to resolve issues using a structured framework and communicate findings both orally and written
? Significant attention to detail; proactive attitude