HCA
Senior Risk Manager, Special Servicing
HCA - Miami, FL, US, 33222
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Overview
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Overview
Looking for 5 years of experience in financial market risk management and quantitative modeling. Proficient in SQL; any other high-level programming languages, such as R, Python, or Matlab, is a plus. Hands-on experience in developing complex financial models.
- Must have ETF knowledge.
Prescreening question to submit with candidates:
Can you walk me through your experience in developing and validating financial risk models, particularly for ETFs or other equity products? Please include specific examples of the methodologies and tools (e.g., VaR models, SQL, Python) you used, and how you collaborated with stakeholders to implement these models effectively.
Your Primary Responsibilities:
- Research and prototype risk models for newly issued ETFs.
- Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology.
- Assist the NSCC MTM passthrough effort.
- Facilitate model specification and communication with stakeholders such as Market Risk and the Risk Technology team.
Qualifications:
- 5 years of experience in financial market risk management and quantitative modeling.
- Proficient in SQL; any other high-level programming languages, such as R, Python, or Matlab, is a plus.
- Hands-on experience in developing complex financial models.
- Solid equity production knowledge, especially ETFs.