We are currently looking for a Financial Analyst for prestigious Financial Institution in Jacksonville. The right candidate is a Senior Analyst in the Financial Risk team and will assist the Financial Risk Manager in carrying out the broader Finance department mission.
 
The right candidate will have specific knowledge of balancing risk and their corresponding returns through: Identifying, Monitoring, Managing, and Communicating these risks as it attains to treasury and ALM (Asset Liability Management). The right candidate will have knowledge of ALM model, credit risk model, fund transfer model, economic capital model and secondary models in support of integrated financial risk management.


The newly hired candidate will support the FRM (Financial Risk Management) function, with a focus on Credit Risk and Quantitative Analysis, at the direction of the Financial Risk Manager.


Modeling:


Performs and enhances Credit Risk & Economic Capital modeling including default analysis, statistical modeling, risk aggregation and correlation, as well as stress-testing.
Non-performing & loss trends and drivers, concentration risk and limit development



Build and maintain credit risk models using statistical tools/approaches, including logistic regression, to support credit risk model parameters and scorecard. This includes development of PD (Probability of Default), LGD (Loss Given Default) and default correlations


Build and Support the Current and Expected Credit Loss (CECL) regulatory requirement by leveraging and maintaining the credit risk models
Build and maintain the economic capital model including quantification and aggregation of risk types and drivers. This includes developing underlying models to estimate economic capital measures such as VaR and Expected



Assist and support Balance Sheet Management strategies.


Financial Decision Support & Reporting:
 
Take initiative in supporting analysis and models for: Balance sheet management, Special Projects, Funds-Transfer Pricing, and recommending solutions based on client’s needs.


JOB KNOWLEDGE, SKILLS & ABILITIES
 
·        Avid and positive team player that works well across multi-disciplined organization.
·        Strong communication skills including presentation, interpersonal and writing skills.
·        Ability to begin coaching and mentoring other analysts.
·        Strong analytical capabilities with knowledge of accounting/financial reporting and financial modeling are essential.
·        Knowledge of product and organizational profitability in conjunction with Funds Transfer Pricing (FTP), with working knowledge of profitability software such as
IBM TMI, SAS or others.

·        Strong knowledge and understanding of regulatory compliance requirements surrounding DFAST (Dodd Frank Act Stress Test), BASEL, CCAR
(Comprehensive Capital Analysis and Review) and other stress testing.
Superior skills in Word, Excel and PowerPoint.

·        Working knowledge of YieldBook and Bloomberg, with a good understanding of Fixed Income markets.
·        Strong quantitative analytical skills, with proven ability to process large datasets into meaningful information, identify patterns, problems and/or analyze opportunities.
·        Strong working knowledge of statistical analysis (Regressions, Hypothesis testing).
·        Strong working knowledge of Data Analysis programming languages such as SQL, VBA, Python.
·        Very strong knowledge of analytical and statistical tools such as SPSS, R,
Matlab, or SAS.

 
Preferred- knowledge of ALM software such as ZMdesk or. QRM or FiServ
(Sendero).

EDUCATION

Bachelor's degree in Finance, Economics, Engineering, Statistics or related area.


 
Preferred- Master’s of Business Administration (MBA) or Master's Degree in a Quantitative or finance discipline.
 
Highly preferred- Chartered Financial Analyst (CFA) or Financial Risk
Manager (FRM) designation.

Contact
If interested in knowing more about this great opportunity in the Financial Industry, please email me with your most updated resume to dlonghi@arcghonline.com
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