WSN is looking to bring on an PM/Advisor for a consulting engagement with our investment banking client based in the Irving, TX area.

Please see details below. No third-parties please .

PM/Advisor

Irving - Hybrid

Overview:

• Develop and enhance tools for the measurement , monitoring and management of counterparty exposure including PFE , risk capital , wrong way risk and stress testing .

• Actively liase with sales trading, CVA and market risk managers to ensure comprehensive coverage of counterparty and liquidity risk measures across all derivatives and financing products

• Closely work with Quantitative risk and Markets analytics teams, Technology and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas

• Work with business managers and In-Business Risk teams on margin model development , new product approvals and realtime monitoring and controls

• Monitor client portfolios to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and liquidity risk , but also documentation, legal and reputational risks .

• Perform daily and weekly risk analysis and reporting on existing client portfolios as well as customized risk analysis on new client portfolios

• Communicate key findings to senior management and act as the chair for CCR and in-business risk forums as appropriate.

• Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues.

• Analyzing control environment including periodic review of the control environment , vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices.

Key Skills:

• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product

• Large scale project management skills spanning risk and technology

• Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance

• Strong written and verbal communication skills

• Sound risk and business judgment

• Stress testing skills essential, instrument modeling skills desirable .

• Strong Excel skills ideally incorporating VBA (Visual Basic for Applications)

• Programming skills in Python, R or other statistical languages is a plus