Fhlbi
Senior Model Risk Analyst
Indianapolis · Senior · Full-time
Sponsorship not specifiedDetected 47 days ago
PythonMATLABMachine LearningData ScienceData VisualizationStatisticsProject ManagementFinancial ModelingExcelValuationLoad TestingResearchCommunicationCollaborationMicrosoft Office
About the role
- Are you looking for a company that views their employees as their greatest asset?
- Do you want to join a talented workforce that prioritizes equal opportunity within an inclusive culture, and promotes learning and development, unique skills/ideas, and employee engagement?
Responsibilities
- Conduct research and analysis to maintain knowledge of modeling best practices, model validation techniques, and current financial market information.
- Accountability and Drive for Results
- To help you continue to develop personally and professionally.
Requirements
- Advanced degree with a concentration in Computational/Quantitative Finance, Statistics, Mathematics, Computer Science, Economics, or some other quantitative discipline.
- At least one year of experience working in a related field, such as model risk management, predictive modeling, financial modeling, optimization, and data science, is required.
- Hands-on experience with valuation tools/libraries, such as PolyPaths, QRM, Calypso, Yieldbook, FINCAD, and Numerix, is desirable.
- Must have a high level of proficiency with Microsoft Office applications (Excel, Word, PowerPoint, Outlook).
- Experience with Power BI is highly desirable.
- Strong written and oral communication skills required.
- Ability to write clear technical reports and memos.
- Must be able to communicate and maintain relationships with model owners/users and other stakeholders, and interact effectively with management.
- Must be able to think critically and independently, highly self-motivated, and able to multitask and manage competing priorities.
- Ability to model and uphold the Bank's Guiding Principles.
Nice to have
- up to 6% PLUS…an additional 4% contribution!
- Proficiency with at least one of the programming languages, such as Python, R, Julia, or MATLAB, is required.
- Python is the preferred programming language.
Skills
- Is it a Bank?
- A cooperative?
- A leader in affordable housing?
- A company that's dedicated to making a difference in the community?
- So much so they pay their employees to volunteer?
Compensation
- Perform annual and ad-hoc model reviews and quarterly model performance reviews.
Benefits
- Medical, dental, vision benefits and even pet (you read that right) insurance!
- Generous time off: Vacation, paid federal holidays, birthday month floating holiday, volunteer day and summer hours program
- We consider many factors when determining base salaries such as individual background and experience, the competitive environment, education, particular skill set(s), and industry and institutional knowledge.
- Participate in the development of benchmarking models and data analytical tools, including machine learning models for validation and model performance monitoring purposes.
Equal opportunity
- Equal Opportunity Employer.
This listing is sourced directly from Fhlbi's careers page and normalized into a canonical job model.