Description Summary: The ETAR Risk Specialist Sr., conducts modeling, development, research and analysis to ensure appropriate modeling techniques and assumptions deployed in the company’s trading and risk systems, in order to adequately capture the company’s market and counterparty credit risk, and keep ongoing compliance with model risk management requirements, and regulatory requirements. Duties and Responsibilities:
Comprehensive model documentation and continuous enhancement of the models, as well as the ability to communicate with traders, risk partners, senior management and regulators effectively.
Analyze and explaine changes to VaR, DV01, PFE, and other risk metrics due to market and model/position changes to ensure the changes are expected.
Partner with model validation, audit, and Segment Risk Officers to respond to their requests on a timely and accurate basis.
Work closely with capital market risk production team to ensure the model ongoing performance monitoring and outcome analysis.
Perform other duties as assigned.
This is a hybrid role must be located near a Huntington Bank Corporate Office
Basic Qualifications:
Bachelor’s Degree
3 years of experience in risk analytics and/or quantitative modeling
Preferred Qualifications:
Master’s degree in a quantitative field
Direct market and/or counterparty risk modeling experience
CFA or FRM designation
Knowledge of US regulatory market risk management framework
Experience in a regulated financial institution
Ability to communicate effectively with various stakeholders verbally and in writing on complex market risk subjects
#LI-Hybrid
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
YesWorkplace Type:Huntington is an equal opportunity and affirmative action employer and is committed to providing equal employment opportunities for all regardless of race, color, religion, sex, national origin, age, disability, sexual orientation, veteran status, gender identity and expression, genetic information, or any other basis protected by local, state, or federal law.Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.Agency Statement: Huntington does not accept solicitation from Third Party Recruiters for any position