Risk Analyst - Markets Credit

Risk Analyst – Markets Credit

0 – 3 years of work experience in finance, data analytics or modeling, credit modeling preferred
Bachelor’s degree in Mathematics, Finance, Economics, Statistics, Computer Science or a related field. Master’s level degree desired.
CFA and FRM candidates preferred
SQL Server Management Studio
Python/R
Tableau/Alteryx
Basic understanding in fixed income, mortgage market and credit risk management
Detail-oriented, able to manage multiple timelines
Knowledge and experience in predictive modeling
Ability to collect, process and analyze large datasets
Solid skills in data analysis and visualization techniques to effectively analyze and communicate risk assessments
High degree of attention to detail, self-motivation and professionalism
Strong problem-solving and analytical skills
Strong verbal and written communication skills
Ability to collaborate with peers and stakeholders in a team environment

Monitor and report credit risk trends and exposures associated with mortgage loan and investment portfolios.
Operate and maintain credit risk models that predict prepayment, default and losses of mortgage loan portfolio.
Support MPF program related processes and committee reporting.
Perform backtesting and benchmarking to evaluate model performance and make recommendations on model calibration.
Conduct scenario analysis and stress testing to assess portfolio risks under different macroeconomic scenarios.
Perform credit reviews for member institutions and mortgage servicers based on financial performance and credit worthiness.
Research, diagnose and identify solutions to issues on data anomalies and model runs.
Work with validators, auditors and regulators to support model accuracy and regulatory compliance.
Optimize business processes through the use of data management and programming tools.
Conduct ad-hoc analysis as needed