Quantitative Risk Analyst

CoBank•Greenwood Village, CO

5d•Hybrid

About The Position

Supports CoBank initiatives by providing analytical insight and metrics to help inform business decisions. Contributes to the research and development of quantitative models, performs detailed analysis of data and output, and communicates results to relevant stakeholders.

Requirements

Master's Degree Quantitative Finance, Mathematics, Computer Science, Statistics or other relevant discipline required
3 years in quantitative finance required
Experience with Asset/Liability risk analyses principles such as interest rate risk, liquidity risk, funding risk, and currency risk.
Knowledge of the current regulatory framework on risk modeling.
Knowledge of agriculture industry.
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, Matlab, R, Python, VBA, or C++.
Proficiency in data mining and understanding of relational databases, particularly in SAS and/or SQL.
Demonstrated expertise in problem solving.
Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge.
Knowledge of overall risk management and finance concepts.

Nice To Haves

FRM, PRM, and/or CFA certification preferred
Knowledge of vendor tools such as QRM, Moody’s Risk Frontier, and Polypaths.

Responsibilities

Contributes to the research and development of financial models incorporating credit and/or market risk elements.
Contributes to or owns the ongoing management of existing models, which includes maintenance of data/documentation/parameters, performance monitoring, risk quantification and explanation/education of results.
Acts as subject matter expert by presenting results, findings, conclusions and recommendations to internal and external stakeholders such as: CoBank management, Model Risk Management, CoBank business units, and external validators.
Supports Quantitative Risk team and management during implementation of new models and/or research and development projects.
Provides analytic support for ad-hoc analysis and development of visualizations with potential of becoming a standard for the bank.
Researches internal and external data sources required for modeling. Investigation may require creation of new business rules for modeling purposes.
Identifies and applies business knowledge and rules required for model development.
Queries, manipulates, and analyzes large datasets.

Benefits

Careers with a purpose
Time-Off Packages, 15 days of vacation, 10 paid sick days and 11 paid holidays
Competitive Compensation & Incentive
Hybrid work model: flexible arrangements for most positions
Benefits Packages, including Medical, Dental and Vision coverage, Disability, AD&D, and Life Insurance
Robust associate training and development with CoBank University
Tuition reimbursement for higher education up to $10k per year
Outstanding 401k: up to 6% matching and additional 3% non-elective contribution & Student Loan Match
Community Impact: United Way Angel Day, Volunteer Day and Associate Directed Contribution
Associate Resource Groups: creating a culture of respect and inclusion
Recognize a fellow associate through our GEM awards