At CoBank and in the Enterprise Risk Management (ERM) team, the Senior Quantitative Risk Analyst performs data analysis using econometric modeling techniques and statistical regression of our portfolio. This role is responsible for performing parameterization and calibration of economic capital, stress testing, and loss forecasting models as well as developing and proposing behavioral models. You will have an opportunity to touch every model. This is an exciting and challenging opportunity to be an integral part of a team with high visibility and responsibility in the organization. We are seeking a self-motivated, highly-driven, inquisitive and creative problem solver with passion to deliver data-driven insight and to perform quantitative analysis on its expansive data repository.
Master's degree in Quantitative Finance, Mathematics, Computer Science, Statistics or other relevant discipline.
Five (5) or more years of experience in Quantitative Finance; or appropriate combination of education and experience.
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.
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.
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.