Market Risk – Asset/Liability Risk Analyst
Legal & Risk
At CoBank, the Market Risk Analyst is a member of the Enterprise Risk Management (ERM) team and analyzes and reports on the balance sheet’s interest rate risk, supports the development and continuous improvement of CoBank’s risk management modeling practices and participates in stress testing and other ad-hoc analyses. This role will also assist in researching and implementing best practices in quantitative modeling.
This is an exciting and challenging opportunity to be an integral part of a new team with high visibility and responsibility in the organization. In this job you will perform robust enterprise-wide risk modeling for CoBank’s balance sheet, and you will be responsible for accurately modeling a variety of financial instruments and market sectors while working with a range of individuals across the bank and CoBank’s district. We are looking for a self-motivated, highly-driven, inquisitive individual with deep problem solving skills who can assess, improve, and redesign models and model architecture to efficiently measure market risks. If you are proactive, self-driven and a creative individual with strong quantitative skill in risk analyses this might be the job for you.
- Bachelor’s degree in finance, economics, statistics, math or other related quantitative disciplines
- Minimum of 2 to 4 years of asset liability analysis, with solid understanding of risk rate concepts and financial assets valuation principles; or appropriate combination of education and experience
- Experience of asset and liability (ALM) risk models and tools, preferably Quantitative Risk Management (QRM) or Polypaths
- Experience with the development and enhancement of valuation and risk management models.
- Knowledge of the finance and lending industry, including, but not limited to: financial and risk modeling practices and concepts, financial instruments, and financial markets
- Experience with data mining, relational databases, statistical software and Microsoft Office including advanced Excel skills.
- Excellent organizational skills with ability to meet multiple deadlines under tight time constraints
- Excellent communication skills. Strong listening and interpersonal skills
- Demonstrated problem solving skills
- Motivated and able to work independently and in a team environment.
- Some travel may be required.
CoBank stands strong as a $125 billion enterprise dedicated to the financial needs of rural communities. That means we help fund new ways to grow food, generate energy, access technology, and otherwise improve life in America. When you choose a career with us, you make a difference by standing for something that matters. A career at CoBank can offer you the opportunity to make a personal impact on the people and communities where we do business. We also provide competitive compensation, health and wellness benefits, company-funded retirement plan, matching 401(k), and professional development programs.
CoBank will not sponsor a work visa (e.g. H1B, etc.) to fill this position.
CoBank is an Equal Opportunity Employer.
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