Risk Modeling Analyst

FHL Bank Pittsburgh

Date: 08/07/2019

Location: Pittsburgh

The Risk Modeling Analyst serves a vital role in maintaining, testing and implementing the leading-edge software tools used to assess the market and credit risk in a $100B financial services organization. In addition to working with the software itself, candidates will also have the opportunity to work with vendors, market risk analysts, traders and developers.


Required Experience


  • Bachelorís degree in business, finance, economics, accounting or equivalent experience; MBA, PRM, FRM or CFA designations preferred
  • Seven or more years of work experience in a market risk, model validation or capital markets role, with at least five years of direct experience working with or developing valuation and default modeling software
  • Strong knowledge of financial institution balance sheet fundamentals and interest rate risk measurement/management techniques and practices
  • Experience in modeling and analyzing fixed income instruments, including residential mortgage products, debt instruments and interest rate derivatives, and knowledge of related accounting standards
  • Direct experience with scripting or analytical programming languages to support operational processing or downstream analytics preferred
  • Strong analytical, quantitative and problem-solving skills
  • Strong interpersonal and communication skills