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Financial Risk Analyst

2 months ago

New York, United States Veterans Sourcing Group Full time $140,000 - $145,000
Job DescriptionJob Description

JOB TITLE: Senior Financial Risk Analyst

LOCATION: New York City (Hybrid)

New York City (Hybrid)

Main Skills: Risk Management, exposure market risk, asset liability models (ALM) mortgage- backed securities, python, SQL, visual reports

Job Description:

Risk management group serves as an independent point for all risk related issues that affect the Bank's strategic and business plans and its operating and financial performance. The FRM group is responsible for the risk exposure measurement methodology, calculation, analysis and reporting and definition of appropriate policy standards/limits, procedures and metrics. FRM also perform the bank's interest income simulation and cover the income projection for bank's strategic and business plan.

Position Overview

The Senior Financial Risk Analyst will perform the monthly production market risk calculation and manage projects supporting the team's market risk monitoring functions. You will assist the senior team members for ALM risk management deliverables.

Job Responsibilities:

·         Support the Vice President of Financial Risk Management to:

·         Provide financial risk management context and content for financial risk management and balance sheet analysis, regulatory and Bank stress testing and capital management, earnings and dividend capacity at risk development, and balance sheet analytics development and enhancement.

·         Develop, implement, and maintain Financial and Balance Sheet Risk Management framework to include the identification, assessment, measurement, simulation and management of funding and liquidity risk, investment risk, market and interest rate risk, capital risk, GAAP accounting risk, and earnings and dividend risk.

·         Address, develop, implement, communicate, and monitor the Bank's risk metrics, limits, risk-adjusted returns, and investment portfolio leverage target.

·         Develop, coordinate, and manage the Bank's regulatory stress testing process and submission, evaluation of capital adequacy, and Income and Risk Simulations.

·         Develop / refine earnings at risk and dividend capacity at risk forecasts using sophisticated quantitative methodology under multiple scenarios to achieve sustained and predictable financial performance within a highly risk-controlled environment.

·         Develop and implement risk solutions and analytics, to decompose and attribute key risk factors using advanced quantitative methodologies.

·         Maintain the Bank's risk methodologies, modeling, systems solutions, and analytics to meet and exceed regulatory requirements and financial industry developments and standards.

·         Assess position pricing and risk measurement modeling to ensure the Bank's financial assets and liabilities fair values used in financial reporting are reasonable and in accordance with U.S. GAAP.

·         Execute projects/ initiatives to improve coverage and completeness of risk management information systems and data architecture used in the monitoring, assessment and reporting of risk measurements. Enhance the automated functionality and controls of group processes.

·         Draft model documentation, assumptions, policies and papers on complex financial matters, including MBS prepayment methodology, model risk, and fair value, etc.

·         Maintain a model governance control environment that is conducted within requirements, processes and standards to comply with regulatory and operational risk guidelines of the Bank and as reviewed by the Auditors and Examiners.

Skills Required:

·         8+ years of progressively responsible experience with concentration in risk management, asset-liability / balance sheet management, capital markets transactions, and/or balance sheet analytics that include U.S. Agency MBS and debt, private label RMBS, CMBS, Mortgage Loans (Commercial Real Estate and Residential), Letter of Credit, and Interest Rate Derivatives.

·         Proficient user of balance sheet analytical software systems, especially PolyPaths, Principia, and prepayment applications (AFT, ADCo, Intex).

·         Experience in Asset-liability management (ALM) and balance sheet analytics, analysis, and risk management, especially in income simulation, stress testing, and the identification, assessment, measurement, monitoring, and management of funding and liquidity risk, investment risk, market and interest rate risk, capital risk, GAAP accounting risk, and earnings and dividend risk.

·         Experience designing, quantifying, monitoring, and facilitating the coordination risk measures / risk limits.

·         Knowledge of Fixed income and derivative markets, products, and risks.

·         Strong quantitative, analytical, and statistical skills with keen attention to detail.

·         Technically competent in financial modeling, system implementation, and model capabilities and limitations, especially with PolyPaths, Principia, and prepayment applications (AFT, ADCo, Intex and AFT).

·         Able to think strategically and act tactically.

·         Team player adaptable to changing roles and requirements.

·         Productive in fast paced and stressful environment.

·         Strong quantitative and verbal skills; clear thinker and communicator.

·         Prototype and program risk system solutions (Python, C++, VBA, R) and reports (SQL), data visualization tool such as (SAP BI, Qlik Sense)