Financial Analyst - Washington, United States - US Federal Housing Finance Agency

Description

Duties:


The Market Risk Modeling Branch

The Market Risk Modeling Branch (MRMB) provides technical and analytical support to the Division of Federal Home Loan Bank Regulation (DBR) with respect to economic and financial models, particularly those used to measure, monitor, and control market risk.

The Branch is responsible for implementation and maintenance of an Enterprise Risk Management system, a supervisory model which measures market risk exposure of the FHLBanks.

The Branch contributes to the Agency's examination function by using skills in the areas of econometrics and finance, drawing upon direct experience building and using financial models.

The Branch combines theory with practice to offer insights based on direct real-world experience as well as academic research.


Major Duties & Responsibilities
The Financial Analyst (Modeling) duties listed below are at the EL-11 grade level.

Depending on the grade level selected, the incumbent will perform the following duties with varying levels of supervision and difficulty:

• Assist in the monitoring, evaluating, and reporting of the financial condition and performance of banks and financial institutions.
• Participate in the research and identification of significant and emerging risks in banks or financial systems, especially those related to financial performance, financial reporting, and forecasting.
• Assist in the analysis of financial performance by participating in the analyses of monthly and quarterly financial reports.
• Assist in maintaining and improving the software models utilized by market risk modeling staff.
• Test and validate a financial model (including prepayments, risks, or other similar analyses).
• Assist with regular software data updates for modeling or statistical systems.
• Use market risk modeling software to analyze a banks or other financial institution's portfolios and holdings.
• Work with risk modeling research projects.
• Deliver oral presentations conveying my analyses and conclusions.
• Assist with production of regularly scheduled written reports, including economic and financial metrics, and conclusions supported by financial analyses and data.

Requirements:


Conditions of Employment:

• Must be a U.S. Citizen or National
• Males born after must be registered for Selective Service
• Suitable for Federal employment, as determined by background investigation
• May be required to successfully complete a probationary period
• Only experience and education obtained by the closing date of this announcement will be considered.
• Resume and supporting documents (See How To Apply)
• If you are currently, or have been within the last 5 years, a political Schedule A, Schedule C, Noncareer SES or Presidential Appointee employee in the Executive Branch, you must disclose this information to the Human Resources Office.
• FHFA participates in eVerify. All new hires must complete the I9 Employment Verification form either on or before their first day of employment. If a discrepancy arises, you must take affirmative steps to resolve the matter.
• This position is eligible for inclusion in the bargaining unit. The union that represents employees in this position is the National Treasury Employees Union (NTEU) Local 34
• This is NOT a remote position; you MUST live within or be willing to relocate within a commutable distance of the Washington, DC duty location.

Qualifications:


You may qualify for your desired series and grade level if you meet the following qualification requirements:


MINIMUM QUALIFICATIONS:


A


Experience:

I qualify for the EL/GS-09 because I have at least 52 weeks of specialized experience at the EL/GS-07 or equivalent demonstrating work experience with the statements described below.

-
Examples of specialized experience include:

• Using risk measurement platforms or asset-liability management models (such as QRM, Intex, FinCAD, PolyPaths, or YieldBook), statistical software (such as SAS, STATA, SPSS, R or Python), other software (such as Microsoft (MS) SQL Server, XML, XSLT, or Bloomberg), or similar software used to independently analyze and visualize data on financial statements and portfolios of financial instruments (such as Tableau or Crystal Reports).
• Maintaining a database or other data repository for use in financial risk modeling.
• Aiding in the drafting of written reports or presentations to explain and summarize complex financial modeling results and quantitative estimates

• OR

B


Education:

Completion of two (2) academic years of graduate-level education, or a master's degree or equivalent graduate degree from an accredited college of university directly related to the work of the position (i.e., finance, business administration, economics, accounting, insurance, engineering, mathematics, banking and credit, law, real estate operations, statistics, or other fields related to the position), or an LL.B or J.D, if related.

-

• OR

**C.