Risk Modeling Analyst
FHL Bank 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.
Bachelorís degree in business, finance, economics, accounting or equivalent experience; MBA, PRM, FRM or CFA designations preferredSeven 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 softwareStrong knowledge of financial institution balance sheet fundamentals and interest rate risk measurement/management techniques and practicesExperience in modeling and analyzing fixed income instruments, including residential mortgage products, debt instruments and interest rate derivatives, and knowledge of related accounting standardsDirect experience with scripting or analytical programming languages to support operational processing or downstream analytics preferredStrong analytical, quantitative and problem-solving skillsStrong interpersonal and communication skills