Lead, Income Simulation Analytics & Market Risk Forecasting

Federal Home Loan Bank of San Francisco; San Francisco (CA); Hybrid; USD 120,000 - 140,000; Full time

Job summary

Federal Home Loan Bank of San Francisco seeks a Senior Associate in Income Simulation Analytics to advance market risk forecasting and earnings analytics. You will collaborate on developing the bank's income simulation models and risk reporting tools, leveraging SQL, Power BI and Power Query.

The role sits within the Risk Division under the CRO, reporting to the Director of Financial Forecasting & Analysis. Strong quantitative background and communication skills are essential.

Qualifications

• Undergraduate degree in a technical field of Math, Finance or Economics is REQUIRED.
• Three years of quantitative analytical experience preferred.
• Knowledge of market risk concepts and balance sheet understanding.
• Experience with analytic systems and risk models.
• Intermediate SQL and MS Office suite proficiency.

Responsibilities

• Develop annual strategic plans and earnings forecast updates.
• Identify and monitor market risk for projected earnings analytics.
• Run what-if scenario simulations for risk and planning.
• Maintain and enhance reports using SQL, Power BI, Power Query.
• Help develop/maintain income simulation and mortgage prepayment models.
• Improve income simulation procedures and controls.

Skills

SQL

Power BI

Excel

VBA

Power Query

Copilot

Analytical thinking

Communication skills

Education

Bachelor's degree in Math/Finance/Economics

Graduate degree (preferred)

Tools

QRM

AFT

Polypaths

Job description

Federal Home Loan Bank of San Francisco seeks a Senior Associate in Income Simulation Analytics to advance market risk forecasting and earnings analytics. You will collaborate on developing the bank's income simulation models and risk reporting tools, leveraging SQL, Power BI and Power Query.

The role sits within the Risk Division under the CRO, reporting to the Director of Financial Forecasting & Analysis. Strong quantitative background and communication skills are essential.