Financial Risk Analyst I

- Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming. - Perform model validation and back-testing of existing models, identifying strengths, weaknesses, and areas for improvement. - Support documentation of model methodology, inputs, and outputs for audit and regulatory review. - Aggregate, cleanse, and analyze large datasets to support model assumptions and validation processes. - Develop streamlined model performance tracking and reporting dashboards. - Conduct ad hoc analysis and reporting for Valuation & Analytics teams. - Support risk management through statistical analysis and modeling of mortgage asset behavior. - Analyze hedge activity, including interest rate risk associated with financial instruments. - Assist in evaluating and structuring hedge programs. - Leverage macroeconomic indicators to perform scenario analysis and stress testing. Key Skills & Qualifications: - Masters/Bachelors in statistics, econometrics, or quantitative finance. - Proficiency in programming (e.g., Python, R, SAS, or similar). - Experience with large datasets and data analysis tools. - Knowledge of capital markets, mortgage assets, and risk management concepts preferred. - Solid analytical thinking, problem-solving, and communication skills. - 2-3 years of experience in Consulting, Investment Banking, or Asset Management firms.