Risk Analyst

Perform mark to market analysis on a wide variety of financial instruments using Monte Carlo simulation software under multiple interest rate scenarios.



Calculate and analyze earnings sensitivity by forecasting net interest income under multiple interest rate scenarios using asset/liability management simulation software.</!
SPAN>



Verify interest-rate volatility parameters, prepayment model, default model and other assumptions and explain impact of model changes on portfolio results.



Coordinate the development and gathering of data and assumptions upon which interest rate risk analysis will be based.



Assist relevant staff in developing and documenting assumptions and evaluating them for reasonableness and consistency.



Produce regulatory and internal risk management reports.

REQUIREMENTS


Minimum Professional and Technical Skills:

Knowledge of fixed income instruments.

Excellent analytical skills and an ability to apply these skills across a variety of business units and products.

Excellent communication and interpersonal skills. Proven teamwork is imperative.

</!
o:p>

Minimum Education, Certification and/or Training:

Degree in finance or accounting. Related experience preferred.

Experience with Excel required. Experience with Access, VBA, and SQL desirable.