Demo

Quantitative Risk Lead

Federal Home Loan Bank
Cincinnati, OH Full Time
POSTED ON 2/22/2025
AVAILABLE BEFORE 5/18/2025

Quantitative Risk Lead

General Summary :

Providesintermediate level market risk, quantitative and financial analyses utilizingfinancial risk modeling software programs and modeling tools in support offinancial and risk management. Providesintermediate research analysis in support of recommendations and managementinformation related to profitability trends, market risk exposure, prepaymentactivity, market risk modeling practices, and other financial and risk relatedcharacteristics of the balance sheet.

Principal Duties andResponsibilities :

  • Researches, develops and implements intermediate market risk analyses projects concerning relevant facets of risk analysis and assessment including market risk, earnings, capital, and aspects of credit risk.
  • Researches, creates, develops, interprets, applies, implements, and presents regular and ad-hoc financial and market risk analyses projects.
  • Utilizes the various market risk and earnings models, credit risk and mortgage prepayment models.
  • Assists in the evaluation, development, implementation and maintenance of new or enhanced processes, models, and systems.
  • Coordinates and / or initiates data management and automation activities utilizing advance data management tools (including but not limited to Excel, VBA, SAS, SQL).
  • Actively supports efforts to develop, build consensus, apply and maintain the enterprise risk management function and program, especially related to market risk, earnings, capital, and aspects of credit risk.
  • Performs other routine office duties and special projects as assigned by management.

Minimum Knowledge,Skills and Abilities Required :

  • Bachelor's Degree in finance, mathematics, quantitative analysis, economics, financial engineering, or similar field of study is required. Master's Degree strongly preferred.
  • Minimum of 3 years of related experience performing economic, financial, and quantitative / mathematical analysis or risk analysis or equivalent course work in the same above mentioned areas.
  • Advanced Excel skills.
  • Experience with database management concepts and tools, statistical software and financial programming languages strongly preferred.
  • Advanced analytical skills necessary to develop and perform complex financial, quantitative and market risk reports and analyses.
  • Good understanding of asset / liability management, financial theory and modeling systems, generally accepted accounting principles, and fixed income principles, particularly related to mortgage-backed securities and derivatives.
  • High degree of initiative and independence.
  • Excellent verbal, written, and interpersonal communication skills necessary to effectively interact with all levels of Bank staff.
  • Demonstrated commitment to diversity and inclusion. Promotes an environment of empathy and respect, ensures the inclusion of all team members, and actively engages in D&I events and learning opportunities.
  • Working Conditions :

    Requiresdaily use of personal computer and modeling software. Flexibility to work outside normal workinghours and meet multiple and changing deadlines in a fast-pacedenvironment. Ability to pay closeattention to detail since errors could result in significant monetary loss tothe organization.

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