Sr. Quantitative Risk Specialist

3 days ago

San Francisco, United States Federal Reserve Bank of San Francisco Full time

Company: Federal Reserve Bank of San Francisco We are the Federal Reserve Bank of San Francisco-public servants with a mission to advance the nation's monetary, financial, and payment systems to build a stronger economy for all Americans. We are a community-engaged bank, and are committed to understanding and serving the vibrant, expansive communities of the Twelfth District. That means we seek and appreciate new perspectives. We respect people for what they do and for who they are. We build opportunities to learn and grow. When you join the SF Fed, you become part of a diverse team united in its purpose to promote an economy that works for everyone. The Supervision + Credit (S+C) group is responsible for the supervision and regulation of state member banks (SMBs), bank holding companies, savings and loan holding companies, financial holding companies, data service providers, trust companies, and foreign banking organizations that operate in the Twelfth District. Supervised institutions are in all states of the District and range in size and complexity from small community organizations to some of the largest banking organizations in the country. The Quantitative Supervision and Research (QSR) Team provides quantitative support to the Federal Reserve's national supervisory programs in the areas of financial risk modeling and model risk management as well as to supervisory teams within the District's Supervision + Credit group. This job position is within the Federal Reserve System's LISCC program. The LISCC supervision program is the Federal Reserve's national supervisory program for the nation's largest most systemic financial institutions. The program is overseen by the LISCC Operating Committee and is driven by hundreds of staff from Reserve Banks and the Board. This job posting is related to a position in the LISCC Capital Counterparty Credit Risk (CCR) team. The CCR team's areas of responsibility are (i) determining whether firms employ sound counterparty credit risk management practices that allow them to monitor and limit risks and (ii) evaluating whether the firms' estimation approaches and controls allow them to reliably anticipate changes to their risks, exposures, and activities under stressful scenarios. The team consists of both counterparty credit risk experts and quantitative specialists who work collaboratively to complete the supervisory events. In this role as a Senior Quantitative Risk Specialist , you will be responsible, under the guidance of CCR leadership, for completing supervisory events with a quantitative focus while working with counterparty credit risk experts and other quantitative specialists. As part of these events, you will evaluate and opine on bank processes regarding CCR model development and effective model risk management, including model conceptual soundness, model fitness for purpose, ongoing model performance monitoring, and quality of model validation efforts. You will be expected to support your assessments consistent with supervisory expectations, and clearly communicate these in written and presentation settings. Essential Responsibilities: Act as a quantitative risk modeling expert to provide viewpoints to LISCC examinations team leads/Examiners-in-Charge (EICs) on the scoping and planning of quantitative topics to be covered in the examination. Participate in CCR supervisory examinations as a CCR quantitative risk modeling expert to provide an assessment on banks risk measurement and model risk management practices. Work collaboratively with other quantitative specialists, examiners, and supervisory leadership. Prepare and deliver clear, accurate, and concise supervisory messages orally and in writing to quantitative and non-quantitative audiences. Deliver clear supervisory messages to firm management, describing where the firm stands relative to supervisory expectations and expected actions for addressing matters that require attention, as applicable. Build and maintain an expanded level of knowledge and expertise in CCR model risk management and related supervisory guidance. Build and maintain effective working relationships with internal partners and with other regulatory agencies. Requirements: Master's degree and/or PhD (preferred) in Economics, Engineering, Finance, Mathematics, or similar quantitative related field. Typically requires five or more years of relevant experience in banking, financial industry, or banking supervision, or an equivalent combination of education and experience. Demonstrated expertise in credit risk modeling, counterparty credit risk management, market risk management, risk measurement techniques, market-based regulatory capital requirements, and asset pricing. Outstanding interpersonal skills and ability to work within geographically diverse teams. Excellent problem-solving skills with a record of success in collaboratively resolving complex issues. Exceptional oral, written, and presentation skills, with an ability to communicate highly complex issues to a wide range of audiences. Willing and able to travel up to 25%. This position requires access to confidential supervisory information, which is limited to "Protected Individuals." Base Salary Range: Min: $151,500 Mid: $196,700 Max: $241,900 (Location: San Francisco) We offer a wonderful benefits package including: Medical, Dental, Vision, Pre-tax Flexible Spending Account, Backup Child Care Program, Paid Family Care Leave, Vacation Days, Sick Days, Paid Holidays, Pet Insurance, Matching 401(k), and Retirement/Pension. The Federal Reserve Banks believe that diversity and inclusion among our employees is critical to our success as an organization, and we seek to recruit, develop and retain the most talented people from a diverse candidate pool. #J-18808-Ljbffr

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