Risk Modeling Analyst
23 hours ago
We are seeking a highly skilled Risk Modeling Analyst to join our team at Prequel Solutions. As a Risk Modeling Analyst, you will play a critical role in maintaining and improving our analytical systems that drive market risk measurement and reporting.
Key Responsibilities:- Design and Implement Operational Workflows: Develop and implement operational workflows for valuation and risk models to ensure accurate and efficient risk measurement.
- Lead Testing and Implementation: Lead the testing and implementation of new valuation and simulation models to ensure they meet our risk management requirements.
- Modeling Challenges: Identify and address modeling challenges in response to market conditions and business strategies to ensure our risk models remain accurate and effective.
- Back-Testing and Sensitivity Analysis: Perform back-testing, benchmarking, and sensitivity analysis of key model assumptions to ensure our risk models are robust and reliable.
- Communication: Communicate complex valuation and modeling concepts to stakeholders at different levels to ensure they understand our risk management approach.
- Risk Measurement and Reporting: Assist with risk measurement and reporting on valuation and earnings sensitivity to ensure our stakeholders have accurate and timely information.
- Mentorship: Mentor and train junior analysts in the use of market risk models to ensure they have the skills and knowledge needed to perform their roles effectively.
- Education: Bachelor's degree in mathematics, finance, economics, or related fields (Master's preferred).
- Experience: 5-7 years of experience in Market Risk Management, Collateral Valuation, or ALM.
- Skills: Familiarity with fixed income, derivatives, prepay and default models, and mortgage analytics. Strong programming skills in VBA, MATLAB, SAS, Python, or SQL. Experience with PolyPaths, QRM, Empyrean, Bloomberg Terminal, and other risk platforms.
- Financial Services/Banking Experience: Financial Services/Banking experience is required.
3 days in-office, 2 days work-from-home.
Compensation:- Base Salary: 5+ years of experience: $90k-$100k base salary + bonus. 7+ years of experience: $130k-$140k base salary + bonus.
Open to H1B transfers.
-
Risk Modeling Analyst
2 weeks ago
Pittsburgh, Pennsylvania, United States FHLBank Pittsburgh Full timeJob SummaryThe Risk Modeling Analyst will play a critical role in supporting the market risk measurement and reporting function by maintaining the technical underpinnings of the Market Risk department's analytical systems. This includes integration and testing of third-party prepayment and default models, deal structuring libraries, term structure models,...
-
Risk Modeling Analyst
3 weeks ago
Pittsburgh, Pennsylvania, United States FHLBank Pittsburgh Full timeJob SummaryThe Risk Modeling Analyst supports the market risk measurement and reporting function by maintaining responsibility for the technical underpinnings of the Market Risk department's analytical systems. This includes integration and testing of third-party prepayment and default models, deal structuring libraries, term structure models, and other...
-
Market Risk Modeling Specialist
4 weeks ago
Pittsburgh, Pennsylvania, United States Federal Home Loan Bank Pittsburgh Full timePosition OverviewThe Market Risk Modeling Specialist plays a crucial role in the measurement and reporting of market risk by overseeing the technical aspects of the analytical systems within the Market Risk division. This encompasses the integration and validation of third-party prepayment and default models, deal structuring libraries, term structure...
-
Market Risk Modeling Specialist
4 weeks ago
Pittsburgh, Pennsylvania, United States Federal Home Loan Bank Pittsburgh Full timePosition OverviewThe Market Risk Modeling Specialist plays a crucial role in the measurement and reporting of market risk by overseeing the technical foundations of the analytical systems within the Market Risk division. This encompasses the integration and evaluation of third-party prepayment and default models, deal structuring libraries, term structure...
-
Credit Risk Modeler
2 weeks ago
Pittsburgh, Pennsylvania, United States ALOIS Solutions Full timeHello Applicant,We are seeking a highly skilled Credit Risk Modeler to join our team at ALOIS Solutions. As a key member of our team, you will be responsible for developing and implementing credit loss models for our banking clients.The ideal candidate will have a strong background in credit risk modeling, with experience in LGD, PD, EAD, CECL, CCAR, BASEL,...
-
Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Senior Quantitative Analytics and Model Development Analyst to join our Balance Sheet Analytics & Modeling (BSAM) organization. As a key member of our team, you will be responsible for utilizing statistical techniques and Big Data engineering skills to drive growth and mitigate credit risk...
-
Senior Quantitative Analyst
3 weeks ago
Pittsburgh, Pennsylvania, United States PNC Bank Corp. Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analytics/Modeling Analyst Sr. to join our team at PNC Bank Corp.Key Responsibilities:Independently perform advanced quantitative analyses and model development to drive business decision-making.Develop and implement quantitative strategies to support the line of business.Analyze and develop new...
-
Quantitative Analytics/Modeling Analyst Sr.
3 weeks ago
Pittsburgh, Pennsylvania, United States PNC Bank Corp. Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analytics/Modeling Analyst Sr. to join our team at PNC Bank Corp.Key Responsibilities:Independently perform advanced quantitative analyses and model development to drive business decision-making.Develop and implement quantitative strategies to support the line of business.Analyze and develop new...
-
Financial Modeling Analyst
4 weeks ago
Pittsburgh, Pennsylvania, United States The Ladders Full timePosition Overview The Financial Modeling Analyst plays a crucial role in constructing and sustaining intricate financial models tailored for various loan and deposit offerings. This role also encompasses the development of quantitative instruments aimed at pricing, profitability analysis, and strategic product development. Key ResponsibilitiesDesign,...
-
Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timePosition Overview: At PNC Financial Services Group, we recognize that our employees are our most valuable asset and key to our competitive edge in the financial markets. We are committed to providing an exceptional experience for our clients while fostering a workplace culture that values inclusivity, respect, and the opportunity for all employees to...
-
Compliance Risk Analyst
4 weeks ago
Pittsburgh, Pennsylvania, United States Raymond James Financial Incorporated Full timeCompany Overview:Raymond James Financial Incorporated is a distinguished financial services firm dedicated to providing exceptional banking and investment solutions.Position Summary:The Compliance Risk Analyst will be an integral part of the Risk Management team, reporting directly to the Compliance Officer. This role is pivotal in ensuring adherence to...
-
Risk Management Analyst
4 weeks ago
Pittsburgh, Pennsylvania, United States A.C Company Full timePosition Overview:Location: Downtown, Pittsburgh, PAType: Direct HireWork Authorization: No C2C or SponsorshipA.C. Coy is seeking a qualified Enterprise Risk Management Analyst to support our organization in navigating critical risk functions. This role is essential for providing expertise and assistance to various business units, focusing on areas such as...
-
Risk Management Analyst
4 weeks ago
Pittsburgh, Pennsylvania, United States A.C Company Full timePosition Overview:Location: Downtown, Pittsburgh, PAEmployment Type: Direct HireWork Authorization: No C2C or SponsorshipA.C. Coy is seeking a qualified Enterprise Risk Management Analyst to provide essential support and expertise across various business units. This role is crucial for guiding staff on significant risk management functions, including vendor...
-
Risk Management Analyst
4 weeks ago
Pittsburgh, Pennsylvania, United States A.C Company Full timePosition Overview:Location: Downtown, Pittsburgh, PAEmployment Type: Direct HireWork Authorization: No C2C or SponsorshipA.C. Coy is seeking a qualified Enterprise Risk Management Analyst to join our team. This role is pivotal in providing support and guidance to various business units regarding essential risk functions, including vendor oversight,...
-
Financial Modeling and Analysis Professional
3 weeks ago
Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob DescriptionPNC Financial Services Group is seeking a highly skilled Quantitative Analytics and Model Development Analyst to join our team. As a key member of our Anti-Money Laundering Analytics & Modeling team, you will play a critical role in supporting our business objectives.Key ResponsibilitiesAdvanced Quantitative Analysis: Perform advanced...
-
Commercial Credit Risk Analyst
3 weeks ago
Pittsburgh, Pennsylvania, United States First National Bank Full timeAbout the Role:This position is primarily responsible for preparing financial analyses of current and prospective commercial loan customers, spreading financial statements, analyzing industry and economic conditions, completing cash flow analysis, and providing credit risk assessments.Key Responsibilities:Conduct thorough financial analysis of commercial...
-
Market Risk Analysis Specialist
4 weeks ago
Pittsburgh, Pennsylvania, United States Federal Home Loan Bank Pittsburgh Full timePosition OverviewThe Financial Risk Modeling Expert plays a crucial role in the measurement and reporting of market risk by overseeing the technical foundations of the Market Risk division's analytical systems. This encompasses the integration and validation of third-party prepayment and default models, deal structuring libraries, term structure models, and...
-
Information Security Risk Specialist
1 week ago
Pittsburgh, Pennsylvania, United States Carnegie Mellon University Full timeJob Title: Information Security Risk & Compliance AnalystCarnegie Mellon University's Computing Services department is seeking a highly skilled Information Security Risk & Compliance Analyst to join our team. As a key member of our team, you will be responsible for assessing, documenting, and implementing various controls for the University.Key...
-
Credit Risk Assessment Specialist
4 weeks ago
Pittsburgh, Pennsylvania, United States First National Bank of Pennsylvania Full timePosition Overview:The Credit Risk Analyst plays a pivotal role in supporting the Credit Risk and Reporting Manager. This position is essential for executing various tasks related to asset quality reporting, concentration analysis, and credit loss allowances. The analyst will also be involved in credit monitoring, stress testing, and ensuring the integrity of...
-
Credit Risk Assessment Specialist
4 weeks ago
Pittsburgh, Pennsylvania, United States First National Bank of Pennsylvania Full timePosition Overview:The Credit Risk Analyst plays a pivotal role in supporting the Credit Risk and Reporting Manager. This position is essential for executing various tasks related to asset quality assessment, concentration analysis, and credit loss allowances. The analyst ensures high standards of accuracy and provides exceptional internal customer...