A financial institution that has been in NY for almost 100 years is seeking a Senior Credit Risk Analyst to conduct market risk calculations, support market risk monitoring and help with ALM risk management deliverables.
The group is responsible for the risk exposure measurement, definition, methodology, analysis and reporting of policy procedures, standards and metrics. They also perform interest income simulation and income projection for bank’s business/strategic plan.
Location: New York, NY (3 days/week)
Salary: Up to 150k base + bonus
Visa sponsorship is NOT AVAILABLE
Responsibilities:
- Provide financial risk management context for balance sheet analysis, regulatory compliance, bank stress testing and capital management
- Develop and maintain Balance Sheet Risk Management framework to include the identification, measurement, assessment, simulation and management of funding/liquidity risk, market and interest rate risk, capital risk, investment risk, earnings and dividend risk
- Develop, coordinate, and manage the Bank's regulatory stress testing process and submission, evaluation of capital adequacy, and Income/Risk Simulations
Requirements:
- 5 years of experience in ALM/balance sheet management, risk management, capital markets including MBS, RMBS, CMBS, Mortgage Loans, and Interest Rate Derivatives
- Proficiency in balance sheet analytical systems (i.e. PolyPaths, prepayment applications like AFT, ADCo, Intex)
- Experience in assessment, measurement, and management of funding and liquidity risk, investment risk, market and interest rate risk
- Technically competent in financial modeling, system implementation, and model capabilities
- Prototype and program risk system solutions (Python, C++, VBA, R) and reports (SQL), data visualization tool such as (SAP BI, Qlik Sense)
- Maintain the Bank's risk methodologies, modeling, systems solutions, and analytics to meet and exceed regulatory requirements and financial industry developments and standard
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