Market Risk Data Analyst – Financial Institution Supervision recruitment
The Market Risk Analysis Team within the Financial Institution Supervision Group covers broad quantitative topics such as market risk data, reporting and modeling. Its main focus is on providing and further developing cross-firm, systemic market risk reporting and analysis of the trading books of Systemically Important Financial Institutions (SIFIs).
The team is tasked with regularly producing high quality reports and presentations that are shared with very senior audiences within the Federal Reserve System, including members of the Board of Governors and the President of the NY Federal Reserve.
ResponsibilitiesLearn and monitor the strengths and weaknesses of the market risk functions at covered SIFIs and be able to summarize trends and observations relative to peersProvide commentary (both written and verbal) on industry trends being observedConduct both regular and ad hoc analysis on the market risk exposures across SIFIs, including but not limited to, regular cross-firm stress testing summary/analysis of resultsEnhance and maintain documentation of market risk analysis reporting tools processes.
Qualifications
Masters Degree in a quantitative field or finance5 years of experience in financial services industry such as commercial or investment banking, regulatory or consultingDemonstrated reporting experience in a large complex market-risk-taking organizationFamiliarity with market risk techniques including risk measurement, market monitoring, and market risk stress testing across a broad range of asset classes and productsAbility to write complex T-SQL queries for analysis and general reportingStrong proficiency in Excel including the ability to perform complex pivot and lookup operations on large data sets.
Ability to write VBA is a plusAbility to work in a team environment and with minimal supervision.
This is a New York-based opportunity and out-of-district candidates are required to relocate.
This position requires access to confidential supervisory information, which is limited to 'Protected Individuals' as defined in the U.S. federal immigration law.
Protected individuals include, but are not limited to, U.S. citizens, U.S. nationals, U.S. permanent residents who are not yet eligible to apply for naturalization, and U.S. permanent residents who have applied for naturalization within six months of being eligible to do so.