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Credit & Collateral Risk Analyst Jobs

New York, New York
<p>Major Financial Servicecompanyis seeking aCredit & Collateral Risk Analyst safeguard the Bank from losses by improving data architecture, management, and integration across the Banks risk management environment in a manner that increases the veracity and periodicity of analysis and reports;Streamline data processes to ensure data is timely, accurate and suitable for risk measurement and reporting requirements;Work on credit risk issues, including investment portfolio, member collateral, member indebtedness, credit modeling and counterparty credit.</p><p></p><p>Essential Duties:</p><p></p> Help enhance risk analytics of the credit function, including building, developing, and analyzing various credit and liquidity risk measures. Streamline data processes, work with model owners and IT to ensure data is timely, accurate and suitable for risk measurement and reporting requirements. Participate in development, execution, and management of credit risk models and corresponding databases across the organization. Participate in the development of a data management platform to address aspects of data integration, data quality, and centralized data management. Evaluate and monitor the credit risk on the balance sheet including the mortgage backed securities portfolio, vendors, member collateral, counterparties and MPF loans: Evaluate and monitor off-balance sheet credit risk. Work closely with all groups in the Bank, particularly members collateral and capital markets, to assess and mitigate credit risk that may exist in each organization unit.<p>Qualifications:</p><p></p> Working experience with one or more of the following statistical packages: MATLAB, Minitab, S+, SAS, SPSS, Stata, R, or other programming languages with proficiency in scripting languages and ability to build code and algorithms to tackle statistical problems. Excellent computing skills(Python, SQL, Java, Microsoft Excel VBA and Access) Experience in developing forecasting models, credit, time series, and cash flow models, etc. Knowledge of fixed income markets and financial instruments (Mortgages, MBS, ABS, CMBS, and OTC Derivatives). Solid understanding of valuation, mortgage prepayment models, and risk measurement methods as applied to whole loan portfolios, MBS, and/or fixed income exotic products. Working experience with one or more of the following programming languages: VBA, Python, QL, C/C++, Java Working experience with one or more of the following statistical packages: MATLAB, Minitab, S+, SAS, SPSS, Stata, R, or other programming languages with proficiency in scripting languages and ability to build code and algorithms to tackle statistical problems.<p>Salary is up to 85K</p>
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