Quantitative Risk Analyst

Denver, CO
Banking Operations

GROUNDED
CULTIVATED
GROWING

At CoBank and in the Enterprise Risk Management (ERM) team, the Quantitative Risk Analyst researches and develops advanced risk methodologies to measure and monitor financial risks in our portfolio. This role is responsible for providing advanced analytic support on ongoing Enterprise Risk Management initiatives and leading research and implementation of best practices in quantitative modeling (e.g. parameterization and calibration of economic capital models, stress testing models, loss forecasting models, term structure models, and RAROC models) as well as developing and proposing new behavioral models.

Basic Qualifications

  • Bachelor’s degree in Economics, Finance, Mathematics, Computer Science, Statistics or other relevant discipline.
  • 3-5 years of relevant experience in a quantitative finance area.

Preferred Qualifications

  • Master’s degree in a quantitative discipline preferred.
  • Experience with Asset/Liability risk analyses principles such as interest rate risk, liquidity risk, funding risk, and currency risk.
  • Knowledge and/or experience with credit risk modeling, loss forecasting, regression models and economic capital
  • Knowledge of financial, mathematical modeling theory and practice
  • Proficiency in statistical software packages such as SAS, proficiency in data mining and understanding of relational databases. Demonstrated expertise in problem solving.
  • Proficiency in Microsoft Office applications, including Excel, PowerPoint and Access.
  • Proficiency in a coding language such as MatLab, VBA, R, C++, or Python
  • Knowledge of vendor tools such as QRM, Moody’s Risk Frontier, Polypaths.
  • Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge. Knowledge of overall risk management and finance concepts.
  • Excellent communication (both verbal and written) skills. Good listening and interpersonal skills.
  • Demonstrated initiative and motivation, with the ability to work independently and in a team environment.
  • FRM, PRM, and/or CFA certification.
  • Knowledge of the current regulatory framework on risk modeling. Knowledge of agriculture industry.

About CoBank
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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