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Senior Associate of Market Value Risk Analysis & Modeling Location: US-CA-San Francisco Jobcode: L23-140120 Email this job to a friend
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Federal Home Loan Bank San Francisco seeks Senior Associate of Market Value Risk Analysis & Modeling in San Francisco, CA:
Job Duties: Work in Market Risk Management (MRM) oversight function, corporate financial forecasts, and our retained earnings analysis. Responsible for preparing and reviewing the Bank’s market value risk analytics. Duties include: market risk identification, quantification, monitoring and reporting for market value analytics; assistance in the development and presentation of concise business-oriented analysis for various Bank Committees, the Board of Directors, and other external parties; development, maintenance, and enhancement of Bank’s market value risk procedures and controls; performance of ad hoc risk management-oriented analyses; development of alternative risk modeling tools, as appropriate; and, development and enhancement of the Bank’s MBS and mortgage loan prepayment models for market value analytics and income simulation. Telecommuting permitted. Salary: $158,050 to $181,757.
Minimum Requirements: Master's degree, or foreign equivalent in Financial Engineering, Finance, Economics, or a related field and 1 year of experience in the job offered or as a Quantitative Analyst, or a related position.
Special Skill Requirements: (1) Market risk identification, quantification, monitoring, and reporting for market value analytics; (2) Assisting in the development and presentation of business-oriented analysis for various Bank Committees and other external parties; (3) Developing, maintaining, and enhancing market value risk procedures and controls; (4) Performing ad hoc risk management-oriented analyses and assisting in the development of alternative risk modeling tools; (5) Assisting in the development and enhancement of CMBS prepayment model; and, (6)VBA, Excel, Python, PolyPaths, Bloomberg. Telecommuting permitted.
Submit resume with references to: Req.#: L23-140120 at: Resumes@fhlbsf.com. Must be legally authorized to work in the U.S. without sponsorship.
ATTN: Req.#: L23-140120
Federal Home Loan Bank
333 Bush Street Suite 2700 San Francisco, CA 94104
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