Current Positions

Sr. Consultant – Sr. Manager, Risk & Analytics (Multiple Openings)

Job Description

In the right hands (yours!) and handled strategically, the massive amounts of information our clients collect today can become their most valuable new asset. And the ability to gain actionable insights from that data is critical to produce tangible results. If you are passionate about helping clients make faster, smarter decisions to tackle their most complex business issues, we want to meet you.

Your Role

For our client’s Risk Analytics Practice, we are seeking experienced and accomplished Risk Management leaders with significant experience in risk modeling and analytics, and sound understanding of Financial Services risk management principles and practice.

As a Risk Analytics leader, you will support financial services firms from around the world in achieving their expected return targets while managing risks, and complying with regulatory requirements in the most cost-effective manner.  By refining and optimizing our clients’ abilities to identify, measure, monitor and manage financial risk, we create substantial shareholder and economic value.   Our client has the breadth of risk analytics experience, global resources, best-in-class analytical tools and frameworks, superior assets and deep knowledge to help their clients become high-performing Financial Services businesses.

Summary of Responsibilities

Engagement Execution 

  • Deliver on risk modeling and analytics projects that may involve model development, validation, risk strategy, model implementation, economic/regulatory capital calculation, stress testing and end to end delivery of management solutions.
  • Support project teams engaged in the delivery of a wide range of Credit, Market and Operational Risk Management/Analytics initiatives. Projects may involve Risk Management advisory work for CROs, CFOs, etc. to achieve a variety of business, operational and regulatory outcomes.

Practice Enablement

  • Provide support to management in business development, including developing client proposals and building strong relationships,
  • Support development of the Risk Analytics Practice by driving initiatives around market research, capability development, knowledge management, etc.
  • Develop thought capital and disseminate information around current and emerging trends in Financial Risk Management.

Basic Qualifications:

  • Minimum of 2+ years of experience with Risk Analytics at a Financial Services firm (Consumer/Commercial Bank or Investment Bank or Broker-Dealer), Rating Agency or Professional Services/Risk Advisory firm.
  • Minimum of 2+ years experience with at least one of the following:
    • Risk Ratings and Credit Risk Methodology
    • Economic and Regulatory Capital
    • Stress Testing
    • Liquidity Risk
    • Counterparty Risk
    • Market Risk
    • Model Validation/Audit/Governance
    • ALLL and Provisioning
    • Pricing
    • Underwriting
    • Collections and Recovery
    • Fraud
    • Credit Policy and Limit Management
  • Minimum of 2 – 8+ years experience with analytical techniques used for development and validation (conceptual foundation and technical merit) of wide range of risk and valuation models.
  • Minimum of 2 – 8+ years experience with one or more of analytical tools such as SAS, R, SQL, Excel/VBA, Matlab, C++, etc.
  • Minimum of Bachelor degree (MA/MS preferred) in quantitative discipline, (Economics, Statistics, Operations Research, Computer Science, Engineering).

Preferred Skills: 

  • Masters or PhD in a Quantitative discipline.
  • Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA and strong academic performance (GRE, GMAT, GPA) preferred.
  • Knowledge of tools/ vendor products such as Moody’s Risk Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM, etc.
  • Banking: Understanding of banking products across retail and wholesale asset classes, frameworks and methodologies used in one or more of the areas listed above. Advanced skills in quantification and validation of risk model parameters (E.g.: PD, LGD, EAD) for Wholesale, SME and/or Retail Banking portfolios
  • Capital Markets: Understanding of financial instruments/ products across equity, fixed income, derivatives and/or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models, equity and FX option pricing models, commodities, single and multifactor derivative pricing models, stochastic volatility models, etc.
  • Risk Regulation: In-depth understanding of new/ evolving regulations in the Risk management space. Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, CCAR, etc.
  • Exposure to working in globally distributed workforce environment including offshore model.
  • Experience in extracting, aggregating and structuring large volumes of data along different dimensions.
  • Interpersonal and presentation skills – ability to interface effectively with the client individually and as a member of an engagement team
  • Team-oriented and collaborative working style, both with clients and those within the organization.
  • Ability to work around a dynamic business and travel schedule




Sr. Consultant – Sr. Manager