Credit Risk Analyst - Risk Reporting and Technology
Federal Reserve Bank of New York - New York, NY

This job posting is no longer available on Federal Reserve Bank of New York. Find similar jobs: Credit Risk Analyst jobs

-

230279

Federal Reserve Bank of New York

Primary Location

NY-New York City

Full-time / Part-time

Full-time

Employee Status

Regular

Overtime Status

Exempt

Job Type

Experienced

Travel

No

Shift

Day Job

Work Hours

9-5

Target Start Date

Mar 1, 2013

Model Development

Work with each of the collateral and counterparty credit teams in order to help improve the analytical approach to Credit Risk Management’s risk methodologies.

These methodologies include, but are not limited to:
Counterparty: Large, Complex, Banking Organizations; Foreign Banking Organizations; Regional and Community Banks; Primary Dealers; and Credit Unions

Collateral: Municipal Bonds; Structured Credit; Corporate Bonds; Sovereign Bonds; Loans

The above list includes development work on a mortgage loan and security model, including any documentation requirements to comply with the Bank’s BASIC policy

Credit Risk Analysis

Contribute to deep dives into Discount Window collateral and counterparty credit evaluations

Data Administration and Risk Reporting

Responsible for the collection, administration, and distribution of selected data sets needed to support analytical work performed by the Credit Risk Management Function

Help create customized reports and dashboards for senior management, integrating data from multiple sources

Requirements

Master's Degree and 3 year's of relevant work experience

Proficiency in the following:
VBA/Excel;

Intex, Bloomberg

Advanced skills in selected programming languages (C+, Matlab/Stata/SAS)

Demonstrated ability to work independently

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.

Federal Reserve Bank of New York - 20 months ago - save job - block
Recommended Jobs
Market Risk PM
Barclays Investment Bank - New York, NY
Barclays Investment Bank - 7 hours ago

AM - Risk Mgmt Business Mgmt Analyst
JPMorgan Chase - New York, NY
JPMorgan Chase - 3 days ago

Compliance - MI Reporting Risk and Control
Barclays Investment Bank - New York, NY
Barclays Investment Bank - 3 days ago
About this company
210 reviews
The Federal Reserve Bank of New York works within the Federal Reserve System and with other public and private sector institutions to foster...