Director – Financial Risk Management
Casamentero Consulting LLP, San Jose, CA, United States
Director – Financial risk management
Location: USA (San Jose / New York)
Role Overview We are seeking a dynamic and experienced leader to drive our Financial risk management practice — combining expertise across Risk Management - Market Risk, Credit Risk, Working Capital Optimization, and Regulatory Reporting and more. The role involves leading high-impact projects, advising financial institutions on regulatory change, risk frameworks, and capital optimization, while developing and mentoring cross-functional teams. The ideal candidate brings strong quantitative, regulatory, and consulting acumen, along with a strategic mindset.
Key Responsibilities 1. Risk Modeling& Valuation 2. Regulatory Frameworks & Reporting 3. Credit Risk & Working Capital Optimization 4. Client Leadership & Practice Development
Qualifications & Experience Education: Master’s or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, or related field. Professional certifications such as CFA, FRM, PRM, or Actuarial credentials preferred.
Experience: 12+ years of relevant experience in consulting firms, financial institutions, or regulatory bodies. Proven expertise in market risk capital computation, credit risk frameworks, and regulatory reporting. Hands-on experience in Basel, ICAAP, FRTB, Stress Testing, and ECL model development. Exposure to risk technology platforms such as Murex, Calypso, Bloomberg, SAS, or equivalent.
Technical Skills: Proficiency in Python, R, SAS, and SQL for data analysis and model development. Strong command over data management tools (Excel, Hadoop, Spark) and understanding of machine learning applications in risk analytics.
Role Overview We are seeking a dynamic and experienced leader to drive our Financial risk management practice — combining expertise across Risk Management - Market Risk, Credit Risk, Working Capital Optimization, and Regulatory Reporting and more. The role involves leading high-impact projects, advising financial institutions on regulatory change, risk frameworks, and capital optimization, while developing and mentoring cross-functional teams. The ideal candidate brings strong quantitative, regulatory, and consulting acumen, along with a strategic mindset.
Key Responsibilities 1. Risk Modeling& Valuation 2. Regulatory Frameworks & Reporting 3. Credit Risk & Working Capital Optimization 4. Client Leadership & Practice Development
Qualifications & Experience Education: Master’s or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, or related field. Professional certifications such as CFA, FRM, PRM, or Actuarial credentials preferred.
Experience: 12+ years of relevant experience in consulting firms, financial institutions, or regulatory bodies. Proven expertise in market risk capital computation, credit risk frameworks, and regulatory reporting. Hands-on experience in Basel, ICAAP, FRTB, Stress Testing, and ECL model development. Exposure to risk technology platforms such as Murex, Calypso, Bloomberg, SAS, or equivalent.
Technical Skills: Proficiency in Python, R, SAS, and SQL for data analysis and model development. Strong command over data management tools (Excel, Hadoop, Spark) and understanding of machine learning applications in risk analytics.