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Risk Analytics And Reporting Analyst

NEW YORK-10016, NY, US
09/24/2019

-

Required Skills

VBA, Tableau

Company

Infinity Consulting Solutions, Inc

Experience

Job Description

We are seeking a Risk Analytics and Reporting Analyst with analytical and modeling expertise to support the SLRM program.

The position will primarily support the Systemic and Liquidity Risk Management within the context of CHIPS and RTP.

Secondary support will include implementing enterprise risk data architecture, reporting, and data governance across Risk Office.

Additional responsibilities will include supporting modeling, building predictive models, model validation, and calibration of model methodology.

Qualifications Required:

Bachelor's Degree (BA/BS) in Finance/Computational Finance/Data Science or similar major

1-2 years of proficient business communication and report writing skills

1-2 years of Reporting experience

1-2 years of analytical experience, data analysis, and modeling

Experience with visual analytics tools (Tableau, Cognos, etc.)

Excellent interpersonal skills and ability to communicate effectively

Strong analytical, quantitative and problem solving skills

Experience in modeling (R, Python is a plus), including valuation of empirical data and in-depth analytical analysis

Report building, technical analysis capabilities; Tableau experience is a plus

Familiarity of Backtesting, Regression and other statistical analysis

Strong mathematical and statistical skills to detect changes at a macro/micro level or market environment

Verbal and written communications skills to be able to communicate effectively

Monitoring of key performance indicators and performing root cause analysis as needed

Management of relationship database applications

Proficiency in Excel essential; proficiency in Tableau, Stata, and SQL desirable

Knowledgeable of regulatory environment, risk framework, policies & standards

Qualifications Desired:

Experience in Machine Learning and open source software (R / Python)

Understanding of US High Dollar Value Payments (CHIPS) and Real Time Payment (RTP) is highly
desirable

Knowledge and experience of regulatory landscape impacting a SIFMU (i.e. Title VIII Dodd-Frank regulations, Reg.HH)

Understanding of risk methodologies such as VaR, NSFR, LCR, etc.

Understanding of Liquidity and Systemic Risk

Essential Functions and Responsibilities:

Assist in risk simulation modeling, predictive modeling

Produce and validate Risk Office and Regulatory reports with the use of technical tools such as Tableau, Cognos, SQL, VBA, Excel, and Access

Assist in developing and maintaining high-quality risk reports and executive dashboards across Risk Office

Assist in implementing and managing data controls and data governance

Strengthen data integrity, accuracy, and consistency of reporting analysis

Apply quantitative skills and data aggregation methods to analyze large amounts of unstructured data

Review stress testing process including but not limited to the scenarios that are chosen for the stress tests, assumptions made that are part of and outside the Front Line Unit's processes. Perform independent analysis on the assumptions to ensure independent viewpoint and effective challenge(s).

Perform Model Validation in accordance with Model Risk Management best practices and conceptual soundness

Perform regular monitoring and reporting functions of key system drivers

Keep abreast of emerging regulatory requirements and provide guidance on the impact of these regulations on the company's liquidity risk management program