What Jobs are available for Risk Management in Omaha?
Showing 12 Risk Management jobs in Omaha
Senior Risk Management Analyst
68101 Omaha, Nebraska
$115000 Annually
WhatJobs
Posted 12 days ago
Job Viewed
Job Description
Our client is seeking a highly analytical and detail-oriented Senior Risk Management Analyst to join their expanding team. This is a fully remote position, allowing you to contribute to our client's success from the comfort of your home office anywhere in the US. The ideal candidate will possess a strong understanding of risk assessment methodologies, regulatory compliance, and financial services operations. You will be responsible for identifying, evaluating, and mitigating potential risks across the organization, developing and implementing risk management policies and procedures, and monitoring adherence to regulatory requirements. This role requires excellent analytical skills, a proactive approach to problem-solving, and the ability to communicate complex risk concepts clearly and concisely to various stakeholders. Key Responsibilities:
A Bachelor's degree in Finance, Economics, Business Administration, or a related field is required. A Master's degree or relevant professional certification (e.g., FRM, PRM) is a strong plus. A minimum of 7 years of experience in risk management, preferably within the insurance or financial services sector, is essential. Proven experience in developing and implementing risk assessment models and controls is mandatory. Excellent analytical, problem-solving, and critical-thinking skills are critical. Strong communication and interpersonal skills are necessary to effectively collaborate with and influence stakeholders at all levels. This is an excellent opportunity for a seasoned risk professional to play a pivotal role in safeguarding our client's interests in a remote capacity.
- Developing and implementing comprehensive risk management frameworks and strategies.
- Conducting thorough risk assessments, identifying potential threats and vulnerabilities across business operations.
- Analyzing risk data to identify trends, patterns, and areas of concern.
- Designing and implementing controls and mitigation plans to reduce risk exposure.
- Monitoring and evaluating the effectiveness of existing risk management processes.
- Ensuring compliance with relevant industry regulations and legal requirements.
- Preparing detailed risk reports for senior management and regulatory bodies.
- Collaborating with different departments to embed risk management best practices into daily operations.
- Staying informed about emerging risks and industry best practices in risk management.
- Developing and delivering training programs on risk management principles to employees.
- Managing relationships with external auditors and regulatory examiners.
- Contributing to the development of business continuity and disaster recovery plans.
A Bachelor's degree in Finance, Economics, Business Administration, or a related field is required. A Master's degree or relevant professional certification (e.g., FRM, PRM) is a strong plus. A minimum of 7 years of experience in risk management, preferably within the insurance or financial services sector, is essential. Proven experience in developing and implementing risk assessment models and controls is mandatory. Excellent analytical, problem-solving, and critical-thinking skills are critical. Strong communication and interpersonal skills are necessary to effectively collaborate with and influence stakeholders at all levels. This is an excellent opportunity for a seasoned risk professional to play a pivotal role in safeguarding our client's interests in a remote capacity.
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0
Senior Quantitative Analyst - Risk Management
68101 Omaha, Nebraska
$135000 Annually
WhatJobs
Posted 7 days ago
Job Viewed
Job Description
Our client is a prominent financial institution recognized for its robust risk management framework and innovative financial products. We are seeking a highly analytical and experienced Senior Quantitative Analyst specializing in Risk Management to join our sophisticated team. This role offers a hybrid work arrangement, combining remote flexibility with collaborative in-office work at our Omaha, Nebraska, US headquarters. You will be instrumental in developing, implementing, and validating complex quantitative models used for assessing and mitigating financial risks, including market risk, credit risk, and operational risk. The ideal candidate possesses a strong mathematical background, expertise in financial modeling, and a deep understanding of regulatory requirements.
Responsibilities:
Qualifications:
Location: This is a hybrid role based in Omaha, Nebraska, US .
Responsibilities:
- Develop, implement, and maintain advanced quantitative models for risk assessment (e.g., VaR, Expected Shortfall, credit scoring models).
- Validate the accuracy and effectiveness of existing risk models and propose enhancements.
- Perform stress testing and scenario analysis to evaluate the impact of adverse market conditions.
- Analyze large datasets to identify patterns, trends, and potential risk exposures.
- Collaborate with trading, portfolio management, and compliance teams to understand risk drivers and communicate model results.
- Ensure compliance with regulatory requirements (e.g., Basel III, CCAR) related to risk modeling.
- Create clear and concise documentation for models, methodologies, and validation reports.
- Develop and automate risk reporting dashboards and metrics.
- Stay abreast of the latest developments in quantitative finance, financial engineering, and risk management techniques.
- Mentor junior analysts and contribute to the team's overall technical expertise.
Qualifications:
- Master's or Ph.D. in Quantitative Finance, Financial Engineering, Statistics, Mathematics, Economics, or a related quantitative field.
- 5+ years of experience in quantitative analysis within the financial services industry, with a strong focus on risk management.
- Expertise in programming languages commonly used in finance, such as Python, R, C++, or MATLAB.
- Proficiency with statistical modeling, time series analysis, and machine learning techniques.
- Deep understanding of financial markets, instruments, and risk management principles.
- Experience with regulatory frameworks impacting financial institutions.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts to diverse audiences.
- Experience working in a hybrid model environment.
Location: This is a hybrid role based in Omaha, Nebraska, US .
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1
Senior Quantitative Analyst, Risk Management
68101 Omaha, Nebraska
$130000 Annually
WhatJobs
Posted 11 days ago
Job Viewed
Job Description
Our client, a highly respected financial institution in Omaha, Nebraska, US , is seeking an accomplished Senior Quantitative Analyst to join their robust Risk Management division. This role demands a sophisticated understanding of financial markets, complex statistical modeling, and advanced programming techniques to identify, measure, and manage various financial risks. You will play a critical role in developing and implementing cutting-edge quantitative models for credit risk, market risk, and operational risk, ensuring the firm's stability and compliance with regulatory requirements. This position offers a unique opportunity to work with a dedicated team of experts in a challenging and rewarding environment.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement quantitative models for risk assessment, including credit risk scoring, market risk VaR, stress testing, and operational risk modeling.
- Analyze large datasets to identify trends, patterns, and potential risks within the financial portfolio.
- Collaborate with risk managers, traders, and other stakeholders to interpret model outputs and provide actionable insights for risk mitigation strategies.
- Design and perform rigorous back-testing and sensitivity analysis on existing models to ensure their accuracy and robustness.
- Stay current with regulatory requirements (e.g., Basel III/IV, CCAR) and industry best practices in quantitative risk management.
- Develop and maintain comprehensive documentation for all models, methodologies, and data sources.
- Automate data extraction, analysis, and reporting processes using programming languages like Python, R, or C++.
- Communicate complex quantitative concepts and findings clearly and effectively to both technical and non-technical audiences.
- Mentor junior analysts and contribute to the overall intellectual capital of the risk management team.
- Assist in the development of risk management policies and procedures.
- Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Economics.
- Minimum of 5 years of experience in quantitative analysis within the banking or financial services industry, with a focus on risk management.
- Strong expertise in statistical modeling, econometrics, and machine learning techniques relevant to finance.
- Proficiency in programming languages such as Python (NumPy, SciPy, Pandas), R, C++, or SQL.
- Deep understanding of financial markets, instruments, and regulatory frameworks.
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to communicate complex quantitative information effectively to diverse audiences.
- Experience with data visualization tools is a plus.
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2
Senior Quantitative Analyst - Risk Management
68101 Omaha, Nebraska
$130000 Annually
WhatJobs
Posted 15 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division. This hybrid role is based in **Omaha, Nebraska, US**, offering a blend of on-site collaboration and remote analytical work. You will be responsible for developing, validating, and implementing complex quantitative models to assess and manage financial risks, including market risk, credit risk, and operational risk. The ideal candidate will possess a strong mathematical background, exceptional programming skills, and a deep understanding of financial markets and regulatory requirements.
As a Senior Quantitative Analyst, you will play a crucial role in identifying potential risks, quantifying their impact, and developing strategies to mitigate them. Your responsibilities will include designing and building statistical and mathematical models, backtesting model performance, and performing sensitivity analysis. You will work with large datasets, performing data extraction, cleaning, and analysis using advanced statistical software and programming languages. A key part of this role involves communicating complex findings and model results to both technical and non-technical stakeholders, including senior management and regulatory bodies. You will be expected to stay abreast of the latest developments in quantitative finance, risk modeling techniques, and regulatory changes. Collaboration with cross-functional teams, including traders, portfolio managers, and IT professionals, is essential. While strategic planning and complex analysis may be performed remotely, on-site presence is required for critical team meetings, project reviews, and stakeholder discussions.
Key responsibilities include:
Qualifications:
As a Senior Quantitative Analyst, you will play a crucial role in identifying potential risks, quantifying their impact, and developing strategies to mitigate them. Your responsibilities will include designing and building statistical and mathematical models, backtesting model performance, and performing sensitivity analysis. You will work with large datasets, performing data extraction, cleaning, and analysis using advanced statistical software and programming languages. A key part of this role involves communicating complex findings and model results to both technical and non-technical stakeholders, including senior management and regulatory bodies. You will be expected to stay abreast of the latest developments in quantitative finance, risk modeling techniques, and regulatory changes. Collaboration with cross-functional teams, including traders, portfolio managers, and IT professionals, is essential. While strategic planning and complex analysis may be performed remotely, on-site presence is required for critical team meetings, project reviews, and stakeholder discussions.
Key responsibilities include:
- Develop, validate, and implement quantitative models for market, credit, and operational risk assessment.
- Perform complex statistical analysis and data mining on large financial datasets.
- Build and maintain robust risk measurement frameworks and systems.
- Conduct scenario analysis, stress testing, and sensitivity analysis of financial portfolios.
- Communicate complex quantitative findings and model results to business leaders and regulators.
- Stay current with financial regulations (e.g., Basel III, CCAR) and industry best practices in risk management.
- Collaborate with IT and business units to integrate models into production systems.
- Perform model validation and ongoing performance monitoring.
- Develop ad-hoc reports and analytical solutions to address emerging risk issues.
- Mentor junior quantitative analysts and contribute to team development.
- Contribute to the continuous improvement of risk management processes and methodologies.
Qualifications:
- Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, Economics, or Computer Science.
- Minimum of 5 years of experience in quantitative analysis within the financial services industry, with a focus on risk management.
- Expertise in statistical modeling, econometrics, and financial mathematics.
- Proficiency in programming languages such as Python, R, C++, or Java.
- Strong experience with SQL and database management.
- Familiarity with financial instruments and markets.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Experience working in a hybrid environment, balancing remote and in-office responsibilities.
- Knowledge of regulatory requirements for financial institutions is a plus.
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3
Director of Quantitative Risk Management
68101 Omaha, Nebraska
$200000 Annually
WhatJobs
Posted 15 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking an accomplished Director of Quantitative Risk Management to lead their risk analytics team in Omaha, Nebraska, US . This senior leadership position is responsible for developing, implementing, and overseeing quantitative risk models and methodologies across the organization. The ideal candidate will possess a strong academic background in a quantitative discipline, extensive experience in financial risk management, and proven leadership capabilities. You will play a crucial role in safeguarding the company's financial health by identifying, measuring, and mitigating various risks.
Responsibilities:
Responsibilities:
- Lead and mentor a team of quantitative analysts and risk modelers.
- Develop, validate, and implement advanced quantitative models for credit risk, market risk, operational risk, and liquidity risk.
- Oversee the stress testing and scenario analysis processes for risk assessment.
- Ensure compliance with regulatory requirements (e.g., Basel III/IV, CCAR) related to risk modeling and capital adequacy.
- Collaborate with business units to understand their risk exposures and provide data-driven insights and solutions.
- Stay abreast of industry best practices, emerging risks, and new modeling techniques.
- Present complex analytical findings and risk assessments to senior management and regulatory bodies.
- Contribute to the strategic direction of the risk management function.
- Manage external relationships with auditors and regulators on quantitative risk matters.
- Ph.D. or Master's degree in Mathematics, Statistics, Physics, Economics, Financial Engineering, or a related quantitative field.
- Minimum of 10 years of progressive experience in quantitative risk management within the financial services industry.
- At least 5 years in a management or team lead role.
- Deep expertise in statistical modeling, econometrics, machine learning, and financial mathematics.
- Proficiency in programming languages commonly used in quantitative finance (e.g., Python, R, C++, SAS).
- Strong understanding of financial markets, instruments, and regulatory frameworks.
- Proven ability to translate complex quantitative concepts into clear, actionable insights for business stakeholders.
- Exceptional leadership, communication, and strategic thinking skills.
- Experience with model validation, back-testing, and performance monitoring.
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4
Senior Quantitative Analyst (Risk Management)
68108 Omaha, Nebraska
$130000 Annually
WhatJobs
Posted 18 days ago
Job Viewed
Job Description
Our client, a globally recognized financial institution, is seeking a highly analytical Senior Quantitative Analyst to join their sophisticated risk management division in Omaha, Nebraska, US . This critical role involves developing, implementing, and maintaining complex quantitative models for market risk, credit risk, and operational risk. You will be responsible for performing rigorous statistical analysis, back-testing models, and providing insights into risk exposures and potential impacts. The ideal candidate possesses a strong academic background in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Economics), extensive experience in financial risk modeling, and advanced programming skills in languages such as Python, R, or C++. You will work closely with traders, portfolio managers, and regulatory bodies to ensure robust risk frameworks and compliance. This position offers the opportunity to work on cutting-edge quantitative challenges and contribute significantly to the firm's risk management strategies.
Responsibilities:
Qualifications:
Responsibilities:
- Develop, validate, and implement quantitative models for various risk types (market, credit, operational).
- Conduct statistical analysis and back-testing of models to ensure accuracy and effectiveness.
- Perform stress testing and scenario analysis to assess portfolio risk.
- Contribute to the development of risk metrics and reporting frameworks.
- Collaborate with business lines to understand their risk exposures and needs.
- Work with IT teams to ensure successful implementation of models into production systems.
- Research and stay updated on the latest quantitative techniques and regulatory requirements.
- Prepare reports and presentations for senior management and regulatory bodies.
- Mentor junior quantitative analysts and contribute to team development.
- Identify opportunities for model improvement and risk mitigation.
Qualifications:
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or Economics.
- Minimum of 5 years of experience in quantitative finance, risk management, or a related area.
- Proven expertise in developing and validating financial risk models.
- Advanced programming skills in Python, R, C++, or similar languages.
- Strong knowledge of statistical modeling, time series analysis, and machine learning techniques.
- Familiarity with financial markets and instruments.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work effectively in a team and independently.
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5
Senior Quantitative Analyst - Risk Management
68101 Omaha, Nebraska
$130000 Annually
WhatJobs
Posted 21 days ago
Job Viewed
Job Description
Our client, a highly respected financial institution in **Omaha, Nebraska, US**, is seeking a seasoned Senior Quantitative Analyst to join their dynamic Risk Management division. This critical role will involve developing, implementing, and validating sophisticated quantitative models for credit risk, market risk, and operational risk assessment. You will be responsible for designing complex financial models, performing rigorous statistical analysis, and leveraging advanced programming skills to translate theoretical concepts into practical risk management solutions. The ideal candidate will possess a strong academic background in a quantitative discipline, such as Mathematics, Statistics, Physics, or Economics, coupled with extensive practical experience in financial modeling and risk management. Proficiency in programming languages like Python, R, or C++ is essential, as is a deep understanding of financial markets and regulatory requirements. You will work collaboratively with trading desks, portfolio managers, and IT teams to ensure the effective integration and application of risk models. This is an exceptional opportunity to contribute to a leading financial organization in **Omaha, Nebraska, US**, and play a key role in safeguarding the company's financial stability. Our client offers a competitive compensation package, comprehensive benefits, and a stimulating work environment that encourages intellectual curiosity and professional development. Responsibilities include: Developing and validating quantitative risk models (credit, market, operational); performing complex statistical analysis and data mining; implementing models using advanced programming languages; conducting back-testing and sensitivity analysis of model performance; liaising with business stakeholders to understand risk exposures and reporting requirements; staying abreast of regulatory changes and industry best practices; documenting model methodologies and assumptions clearly. Qualifications: Master's or Ph.D. in a quantitative field (Mathematics, Statistics, Physics, Economics, Financial Engineering); minimum 7 years of experience in quantitative analysis within the financial services industry; proven expertise in developing and validating risk models; strong programming skills in Python, R, or C++; deep understanding of financial markets, derivatives, and risk management principles; excellent analytical, problem-solving, and communication skills; experience with SQL and large datasets is highly desirable.
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6
Senior Quantitative Analyst, Risk Management
68101 Omaha, Nebraska
$140000 Annually
WhatJobs
Posted 23 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is seeking an experienced Senior Quantitative Analyst to join their sophisticated Risk Management division. This on-site role is crucial for developing and implementing advanced quantitative models to assess and mitigate financial risks. The ideal candidate will possess a strong academic background in a quantitative discipline, extensive experience in financial modeling, and a deep understanding of risk management principles. You will be responsible for designing, testing, and validating complex mathematical models for market risk, credit risk, and operational risk. This position requires exceptional analytical skills, proficiency in programming languages commonly used in finance, and the ability to communicate complex findings to both technical and non-technical audiences. You will work closely with trading desks, portfolio managers, and regulatory bodies to ensure robust risk frameworks are in place.
Responsibilities:
Responsibilities:
- Develop, implement, and validate quantitative models for assessing various types of financial risk (market, credit, operational).
- Conduct rigorous backtesting and stress testing of risk models to ensure their accuracy and effectiveness.
- Analyze financial markets and economic data to identify potential risks and opportunities.
- Contribute to the development of new risk management strategies and methodologies.
- Collaborate with front-office teams to understand trading strategies and their associated risks.
- Prepare comprehensive reports and presentations on risk exposures and model performance for senior management and regulators.
- Stay updated on regulatory changes and industry best practices in quantitative risk management.
- Utilize advanced statistical and econometric techniques to model complex financial phenomena.
- Mentor junior analysts and contribute to the overall technical expertise of the team.
- Ensure compliance with all internal policies and external regulations.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 6 years of experience in quantitative analysis, risk management, or a related financial role.
- Proficiency in programming languages like Python, R, C++, or MATLAB.
- Strong knowledge of financial instruments, derivatives, and portfolio theory.
- Expertise in statistical modeling, time-series analysis, and machine learning techniques.
- Familiarity with regulatory frameworks such as Basel III and Dodd-Frank.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts clearly.
- Proven ability to work independently and as part of a high-performing team.
- Detail-oriented with a commitment to accuracy.
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7
Senior Quantitative Analyst - Risk Management
68101 Omaha, Nebraska
$135000 Annually
WhatJobs
Posted 26 days ago
Job Viewed
Job Description
Our client, a prominent financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join our dynamic Risk Management division in **Omaha, Nebraska, US**. This critical role involves developing and implementing sophisticated quantitative models to assess and mitigate financial risks across various business lines. The ideal candidate will possess a strong academic background in a quantitative discipline, coupled with extensive experience in financial modeling, statistical analysis, and programming. You will be responsible for designing, validating, and implementing complex models for credit risk, market risk, operational risk, or regulatory compliance. This includes performing rigorous back-testing, sensitivity analysis, and stress testing to ensure model accuracy and robustness. A key aspect of this position is staying abreast of evolving regulatory requirements (e.g., Basel III/IV, CCAR) and translating them into effective modeling strategies. You will work closely with risk managers, business stakeholders, and IT teams to integrate models into production systems and ensure their proper functioning. Excellent communication skills are essential for explaining complex quantitative concepts to non-technical audiences and presenting findings and recommendations to senior management. The Senior Quantitative Analyst will also contribute to the continuous improvement of modeling frameworks and methodologies, fostering a culture of innovation and analytical excellence within the risk function. This is an exceptional opportunity for a seasoned professional to make a significant impact on the firm's risk management capabilities and contribute to its financial stability. The role demands a meticulous, detail-oriented individual with a strong commitment to accuracy and integrity.
Responsibilities:
Responsibilities:
- Develop, validate, and implement quantitative models for financial risk assessment (credit, market, operational).
- Perform rigorous statistical analysis, back-testing, and stress testing of models.
- Ensure compliance with regulatory requirements and internal risk policies.
- Collaborate with business units, IT, and risk management teams to deploy models.
- Analyze financial data to identify trends, patterns, and potential risk exposures.
- Translate complex quantitative concepts into clear and concise reports for management.
- Contribute to the enhancement of modeling frameworks and methodologies.
- Stay current with industry best practices and emerging trends in quantitative finance and risk management.
- Mentor junior quantitative analysts and provide technical guidance.
- Document model specifications, assumptions, and methodologies comprehensively.
- Master's degree or Ph.D. in Mathematics, Statistics, Economics, Finance, or a related quantitative field.
- Minimum of 5 years of experience in quantitative analysis within the financial services industry.
- Proven experience in developing and validating risk models (e.g., VaR, credit scoring, capital models).
- Strong programming skills in languages such as Python, R, C++, or SQL.
- In-depth knowledge of financial markets, instruments, and risk management principles.
- Experience with regulatory frameworks (e.g., Basel, CCAR) is highly desirable.
- Excellent analytical, problem-solving, and critical thinking abilities.
- Strong written and verbal communication skills, with the ability to present complex information effectively.
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8
Senior Quantitative Analyst - Risk Management
68101 Omaha, Nebraska
$130000 Annually
WhatJobs
Posted 26 days ago
Job Viewed
Job Description
Our client is seeking a highly analytical and results-oriented Senior Quantitative Analyst to join their prestigious banking and finance division in Omaha, Nebraska, US . This critical role will focus on developing and implementing sophisticated quantitative models for risk management, trading strategies, and portfolio optimization. The ideal candidate will possess a strong academic background in a quantitative field such as mathematics, statistics, physics, or financial engineering, coupled with extensive practical experience in financial modeling. Responsibilities include designing, building, testing, and deploying complex mathematical models to assess and mitigate financial risks, including market risk, credit risk, and operational risk. You will leverage advanced programming skills in languages like Python, R, or C++ to implement these models and perform rigorous statistical analysis. Collaboration with trading desks, portfolio managers, and compliance officers is essential to ensure that models are aligned with business objectives and regulatory requirements. The Senior Quantitative Analyst will also be responsible for documenting model methodologies, assumptions, and validation results thoroughly. This position demands exceptional problem-solving abilities, a meticulous attention to detail, and a deep understanding of financial markets and instruments. The ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences is paramount. We are looking for an individual with a passion for financial markets, a commitment to rigorous analysis, and a drive to contribute to the firm's success through sophisticated quantitative insights. Your expertise will be instrumental in safeguarding the firm's assets and maximizing returns in a dynamic financial landscape. This role offers a challenging and rewarding career path within a leading financial institution.
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