The incumbent serves as a Financial Analyst (Modeling) and will be responsible for supporting the independent verification of market value and market value sensitivity of financial positions of the Federal Home Loan Banks.

Duties

The Market Risk Modeling Branch The Market Risk Modeling Branch (MRMB) provides technical and analytical support to the Division of Federal Home Loan Bank Regulation (DBR) with respect to economic and financial models, particularly those used to measure, monitor, and control market risk. The Branch is responsible for implementation and maintenance of an Enterprise Risk Management system, a supervisory model which measures market risk exposure of the FHLBanks. The Branch contributes to the Agency's examination function by using skills in the areas of econometrics and finance, drawing upon direct experience building and using financial models. The Branch combines theory with practice to offer insights based on direct real-world experience as well as academic research. Major Duties & Responsibilities The Financial Analyst (Modeling) duties listed below are at the EL-11 grade level. Depending on the grade level selected, the incumbent will perform the following duties with varying levels of supervision and difficulty: Assist in the monitoring, evaluating, and reporting of the financial condition and performance of banks and financial institutions. Participate in the research and identification of significant and emerging risks in banks or financial systems, especially those related to financial performance, financial reporting, and forecasting. Assist in the analysis of financial performance by participating in the analyses of monthly and quarterly financial reports. Assist in maintaining and improving the software models utilized by market risk modeling staff. Test and validate a financial model (including prepayments, risks, or other similar analyses). Assist with regular software data updates for modeling or statistical systems. Use market risk modeling software to analyze a banks or other financial institution's portfolios and holdings. Work with risk modeling research projects. Deliver oral presentations conveying my analyses and conclusions. Assist with production of regularly scheduled written reports, including economic and financial metrics, and conclusions supported by financial analyses and data.

Requirements

• Status Candidates (Merit Promotion and VEOA Eligibles) and those eligible for other hiring authorities.
• SF 50's are required with the exception of current FHFA employees. Please include one showing your tenure and competitive status. You will not be considered without this.
• Males born after 12-31-59 must be registered for Selective Service
• May be required to successfully complete a probationary period
• Only experience and education obtained by the closing date of this announcement will be considered.
• Status candidates must meet time-in-grade requirements (52 weeks at the next lower grade level).
• Suitable for Federal employment, as determined by background investigation
• Resume and supporting documents (See How To Apply)
• FHFA participates in e-Verify. All New hires must complete the I-9 Employment Verification form either on or before their first day of employment. If a discrepancy arises, you must take affirmative steps to resolve the matter.
• This position is eligible for inclusion in the bargaining unit. The union that represents employees in this position is the National Treasury Employees Union (NTEU) Local 343.
• This is NOT a remote position; you MUST live within or be willing to relocate within a commutable distance of the duty location.
• If you are currently, or have been within the last 5 years, a political Schedule A, Schedule C, Non-career SES or Presidential Appointee employee in the Executive Branch, you must disclose this information to the Human Resources Office.

Qualifications

You may qualify for your desired series and grade level if you meet the following qualification requirements: MINIMUM QUALIFICATIONS: Minimum Qualification EL-09: Applicants must have 52 weeks (one-year) of specialized experience equivalent to the next lower grade level and/or directly related education as described below. From the description below, if you choose options "B" or "C" you must provide transcripts with your application. A. Experience: I qualify for the EL/GS-09 because I have at least 52 weeks of specialized experience at the EL/GS-07 or equivalent demonstrating work experience with the statements described below. Examples of specialized experience include: Using risk measurement platforms or asset-liability management models (such as QRM, Intex, FinCAD, PolyPaths, or YieldBook), statistical software (such as SAS, STATA, SPSS, R or Python), other software (such as Microsoft (MS) SQL Server, XML, XSLT, or Bloomberg), or similar software used to independently analyze and visualize data on financial statements and portfolios of financial instruments (such as Tableau or Crystal Reports). Applying more advanced techniques using MS Excel VBA or MS Access data queries to conduct modeling or other forward-looking analyses on portfolios of financial instruments. Maintaining a database or other data repository for use in financial risk modeling. Aiding in the drafting of written reports or presentations to explain and summarize complex financial modeling results and quantitative estimates -OR- B. Education: Completion of two (2) academic years of graduate-level education, or a master's degree or equivalent graduate degree from an accredited college of university directly related to the work of the position (i.e., finance, business administration, economics, accounting, insurance, engineering, mathematics, banking and credit, law, real estate operations, statistics, or other fields related to the position), or an LL.B or J.D, if related. -OR- C. Combination of education and experience as described above in options "A" and "B". Note: Less than one year of specialized experience may be combined with graduate education more than the amount required for the next lower grade level. One academic year of graduate education is the number of credits hours determined to represent one academic year of full-time study (i.e., 18 semester hours (or 27 quarter hours). Minimum Qualification EL-11: Applicants must have 52 weeks (one-year) of specialized experience equivalent to the next lower grade level and/or directly related education as described below. From the description below, if you choose options "B" or "C" you must provide transcripts with your application. A. Experience: I qualify for the EL/GS-11 because I have at least 52 weeks of specialized experience at the EL/GS-09 or equivalent demonstrating work experience with the statements described below. Examples of specialized experience include: Using risk measurement platforms or asset-liability management models (such as QRM, Intex, FinCAD, PolyPaths, or YieldBook), statistical software (such as SAS, STATA, SPSS, R or Python), other software (such as Microsoft SQL Server, XML, XSLT, or Bloomberg), or similar software used to independently analyze and visualize data on financial statements and portfolios of financial instruments (such as Tableau or Crystal Reports. Independently validating financial data for use in financial risk modeling, including reformatting data attributes as necessary, reviewing for accuracy, and ensuring data is usable for analytics. Developing written reports or presentations on complex financial risk models and quantitative estimates, including clear and concise written summaries and appropriate visualizations/charts/graphs to support findings. Utilizing the principals of financial risk modeling to conduct analyses on complex sets of financial data to meet business needs/mission. -OR- B. Education: Completion of three (3) full academic years of progressively higher graduate-level education or a Ph.D. or equivalent doctoral degree from an accredited college of university directly related to the work of the position (i.e., finance, business administration, economics, accounting, insurance, engineering, mathematics, banking and credit, law, real estate operations, statistics, or other fields related to the position), or an LL.M, if related. -OR- C. Combination of education and experience as described above in options "A" and "B". Note: Less than one year of specialized experience may be combined with graduate education more than the amount required for the next lower grade level. Two academic years of graduate education is the number of credits hours determined to represent two academic years of full-time study (i.e., 36 semester hours (or 54 quarter hours). **Failure to provide your transcripts, when required, for any of the options above will remove you from the hiring process** Time-In-Grade: Current or former Federal government employees who have held an EL/GS position in the preceding 52 weeks, must meet the time-in-grade requirement. To be eligible for the EL-09 position, applicants must have served 52 weeks as an EL/GS-07 or higher in the Federal Service. To be eligible for the EL-11 position, applicants must have served 52 weeks as an EL/GS-09 or higher in the Federal Service. Experience refers to paid and unpaid experience, including volunteer work done through National Service programs (e.g., Peace Corps, AmeriCorps) and other organizations (e.g., professional; philanthropic; religious; spiritual; community, student, social). Volunteer work helps build critical competencies, knowledge, and skills and can provide valuable training and experience that translates directly to paid employment. You will receive credit for all qualifying experience, including volunteer experience.

Education

ARE YOU USING YOUR EDUCATION TO QUALIFY? You MUST provide transcripts or other documentation to support your educational claims. Unless otherwise stated: (1) official or unofficial transcripts are acceptable, or (2) you may submit a list with all of your courses, grades, semester, year, and credit for the course. All materials must be submitted by the closing date of the announcement.

GRADUATE EDUCATION: One academic year of graduate education is considered to be the number of credits hours your graduate school has determined to represent one academic year of full-time study. Such study may have been performed on a full-time or part-time basis. If you cannot obtain your graduate school's definition of one year of graduate study, 18 semester hours (or 27 quarter hours) should be considered as satisfying the requirement for one year of full-time graduate study.

FOREIGN EDUCATION: If you are using education completed in foreign colleges or universities to meet the qualification requirements, you must show the education credentials have been evaluated by a private organization that specializes in interpretation of foreign education programs and such education has been deemed equivalent to that gained in an accredited U.S. education program; or full credit has been given for the courses at a U.S. accredited college or university. For further information, visit: http://www.ed.gov/about/offices/list/ous/international/usnei/us/edlite-visitus-forrecog.html

Contacts

• Address
• Name: Ryan Stanger
• Phone: 000-000-0000
• Email: [email protected]