Assistant Vice President

Assistant Vice President for Global Association of Risk Professionals, Inc. in Jersey City, NJ to support the design of FRM training and development programs for the continuing education and career development of risk professionals, including developing, reviewing, and critiquing questions used in assessments linked to continuing professional development educational opportunities. Assisting in developing and presenting learning materials used for continuing education purposes. Participating in identifying and vetting activities (e.g., webinars, conferences, podcasts, etc.), papers, and other materials that can be used to continue the education and professional development of those holding the FRM designation. Assisting in the review and editing of exam content and other program-related material by writing original exam questions on specific risk management and risk management-related topics. Reviewing, critiquing, and editing exam questions written by other members of the FRM Exam Team as well as by external authors. Reviewing, critiquing, and editing content related to the learning materials made available to FRM candidates to aid in exam preparation. Supporting of initiatives to generate FRM program awareness through involvement in professional and academic outreach initiatives such as: preparing, reviewing, and editing materials (e.g., PowerPoint slides, white papers, talking point notes, etc.) for use in professional and academic presentations and communications. Representing GARP and the FRM Program at GARP chapter meetings and industry and academic events, either in-person or virtually. Making and participating in presentations to students and professionals.Requires: Bachelor's degree in finance, economics, mathematics, applied mathematics, statistics or related field (willing to accept foreign education equivalent) plus two (2) years of experience in financial services, risk management or a related field. Specific skills/other requirements - Must also possess the following (quantitative experience requirements not applicable to this section): Distilling, interpreting, and summarizing sources of financial risk management information, such as academic research, industry reports, regulatory guidelines, and practical case studies, to create risk management-oriented exam questions that both reflect industry best practice and that require the use of higher cognitive levels. Executing complex calculations involved in Value-at-Risk (VaR) estimation, volatility modeling, option pricing, and backtesting methodologies, as well as applying hypothesis testing and regression analysis, time series analysis techniques such as ARIMA modeling and GARCH processes, and machine learning methods such as PCA and neural networks. Understanding of financial markets, including various asset classes such as equities, fixed income, foreign exchange, and commodities, and financial market products such as bonds, stocks, futures, forwards, options, swaps, interest rate derivatives, credit derivatives and structured products. Applying techniques such as Value-at-Risk (VaR) models, stress testing, and Greeks for assessing and managing market risk, credit scoring models and probability of default (PD) estimation for assessing and managing credit risk, and loss distribution approach (LDA) and Monte Carlo simulation for assessing and managing operational risk. Salary:

$112,000.00/year. Submit resume to divya.bindiganavale@garp.com.