Federal Reserve Bank of New York
NY-New York City
Full-time / Part-time
Target Start Date
Mar 1, 2013
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
Master's Degree and 3 year's of relevant work experience
Proficiency in the following:
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.
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