Sr. Quantitative Risk Analyst

BASIC PURPOSEProvide technical expertise for financial risk identification, measurement, modeling and analysis. Responsible for development of market risk mitigation strategies consistent with the Bank’s risk management policy, risk tolerances and Federal Housing Finance Board regulations. Participates in the selection, design, installation, calibration and validation of the Bank’s market risk models and supporting data infrastructure. PRINCIPLE ACCOUNTABILITIES 1. Prepare, generate, and automate analysis of the Bank's risk exposure; identify and decompose financial risks associated with the Bank’s existing portfolio. Prepare presenations for senior bank management. 2. Identify, analyze and make recommendations to management regarding market risk mitigation strategies. 3. Lead project assignments with counterparts in the other appropriate areas of the Bank as required. 4. Lead the identification of solutions for data extraction, conversion and managment, data needs and related software products appropriate to the Bank's financial risk management. 5. Lead the development, documentation, and refinement of risk measurement and management processes. 6. Assumes additional responsibilities as assigned. JOB SPECIFICATIONS1. Masters degree with a major in finance, mathematics, statistics, engineering or the physical sciences or Bachelor’s degree coupled with applicable work experience. 2. 5+ years experience in a quantitative role in financial risk management, preferably within the banking or financial services sector. 3. Demonstrated mathematical aptitude and quantitative competence in valuation of and risk measements related to fixed income securities and interest rate derivatives required. 4. Knowledge and understanding of term structure models, mortgage prepayment models, portfolio attribution, and option pricing is strongly preferred.5. Excellent interpersonal, communications, and organizational skills combined with ability to plan, organize and carry out multiple project assignments.Equal Opportunity Employer M/F/D/V.Financial Industry Experience