What are the responsibilities and job description for the Sr. Financial Analyst - Mortgage position at Federal Home Loan Bank?
Sr. Financial Analyst - Mortgage
General Summary :
Providesadvanced level of quantitative and financial analysis, modeling, assessment, research,and monitoring of credit risk management, pricing, mortgage and housing trends,regulatory requirements, and MPP (Mortgage Purchase Program) products. Participates in the management of technologysystems, data, and reporting activities of the department. Assists withplanning, development, and implementation of department projects.
Principal Duties andResponsibilities :
- Quantitatively monitor, model, and analyze mortgage loan characteristics and the credit risk of MPP pools, and monitor for compliance with internal and regulatory credit risk standards.
- Evaluates credit risk modeling. Proactively addresses the department's model risk management requirements. Develops and maintains the credit risk monitoring program, including ongoing modeling, analysis, and assessment of thresholds, triggers, and sensitivity analysis.
- Assists manager in use of MPP technology systems, data management, and reporting. Participates in quarterly PI Planning and Agile team meetings, collaborates with the Data and Analytics team, and assists with end-user computing needs.
- Assists in evaluating program pricing. Monitors secondary market prices and internal spread requirements.
- Performs a broad range of regular and ad-hoc queries, data analysis, and research to support the business decisions of the program.
- Monitors, evaluates, and reports on compliance with regulatory housing goals. Provides accurate and timely reporting of data and information to the Federal Housing Finance Agency.
- Assists with the management of the department's disaster recovery plan.
- Performs other duties as assigned by management.
Minimum Knowledge,Skills and Abilities Required :
Working Conditions :
Normalhybrid working environment requiring the use of a PC. Must be disciplined and self-motivatedto accomplish goals under remote working conditions with limited supervision.
Occasionallywork outside the Bank's normal business hours (i.e. weekends, evenings or earlymorning) as necessary to meet project schedules.