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Capital Markets Risk Director in Columbus at Huntington

Date Posted: 2/17/2018

Job Snapshot

Job Description

Capital Markets Risk Director



Job Description:




• Be part of the on-going development project to build the company's integrated capital market risk measurement platform and system.
• Maintain the operation of the capital market risk measurement system in order to appropriately capture the market risks, meet the business needs, and regulatory requirements. The system covers the market risk measurements associated with FX, commodity, interest rate derivatives, and various capital market instruments.
• Manage the daily production & measurement of various risk metrics including VaR, SVaR, reconciliation, risk limits monitoring, risk position communication, and various reporting
• Ensure modeling results and various reports produced timely and accurately on a daily basis. Analyzing and explaining changes to risk positions due to model/position changes to ensure that the changes are as expected.
• Partner closely with capital market, operations, IT support team, and other risk functions on input data and information accuracy, data feeding, and outcome reconciliation
• Ensure the system status and operational process to meet all policies including model risk management, auditors expectations, and ongoing compliance with regulatory requirements







Basic Requirements:








• Master degree in finance, engineering, or science
• 7-10 years of operational experience in capital market risk measurement system/model



Preferred Additional Qualifications:




• Demonstrated functional understanding and direct operational experience in capital market risk measurement systems, including the methodology, production, risk position communication, & documentation
• Deep knowledge of various capital market instruments and markets
• Understanding of VaR, regulatory stressed VaR, analytics, & regulatory capital framework
• Demonstrated team & project management experiences, attention to detail, hands-on, & independent problem solving skills
• Ability to communicate effectively with various stakeholders, including regulators
• Knowledge of related regulations, regulatory guidelines, and rules is necessary



EEO/AA Employer/Minority/Female/Disability/Veteran/Sexual Orientation/Gender Identity

Tobacco-Free Hiring Practice: To demonstrate our commitment to health and wellness, Huntington will not hire any candidate who uses tobacco or any nicotine product including, but not limited to, cigarettes, cigars, pipes, smokeless tobacco, chewing tobacco, snuff or snus, nicotine gum, the nicotine patch or any other kind of nicotine replacement product (where permitted by applicable state law). Candidates applying for positions in those states will be notified of this practice during the recruitment process and, if offered a position, will be screened for cotinine (to check for use of tobacco and/or nicotine products and/or nicotine replacement therapy products) before they begin employment. If the position to which you're applying is covered by this practice, the job application will provide greater detail as to what constitutes tobacco use.

Huntington does not accept solicitation from Third Party Recruiters for any position.
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