Senior Associate, Income Simulation & Market Risk Analytics

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

Job summary

Federal Home Loan Bank of San Francisco is seeking a Senior Associate, Income Simulation Analytics in the Risk Division. The role focuses on preparing income simulation forecasts, enhancing risk analytics, and supporting strategic financial planning.

The candidate will work with team members to model earnings, monitor market risk, and improve reporting using SQL, Power BI and Power Query. A technical math/finance background and regulated environment experience are preferred.

Qualifications

• Undergraduate degree in a technical field is REQUIRED; graduate degree is a plus.
• 3 years’ quantitative analytical experience preferred in a regulated setting.
• Understanding of market risk management concepts and balance sheet dynamics.
• Knowledge of fixed income markets, MBS analytics, pricing and valuation.
• Experience with analytic systems and models to measure risk (QRM, AFT, Polypaths desirable).
• Strong attention to detail and ability to work in cross-functional teams under deadlines.
• Intermediate SQL and proficient MS Office suite (Excel, VBA, Access).

Responsibilities

• Develop annual strategic plan and earnings forecast updates with team input.
• Identify, quantify, monitor, and report market risk for earnings analytics.
• Run scenario simulations to support risk management and planning.
• Maintain and enhance reports using SQL, Power BI, and Power Query.
• Assist in developing market risk income simulation and mortgage prepayment models.
• Develop, maintain, and strengthen income simulation procedures and controls.

Skills

Quantitative analytics

SQL

MS Excel

Power BI

Problem solving

Verbal & written communication

Education

Bachelor’s degree in Math/Finance/Economics

Graduate degree a plus

Tools

QRM

AFT

Polypaths

Copilot

Power Query

VBA

Access

Power BI

MS Office

Job description

Federal Home Loan Bank of San Francisco is seeking a Senior Associate, Income Simulation Analytics in the Risk Division. The role focuses on preparing income simulation forecasts, enhancing risk analytics, and supporting strategic financial planning.

The candidate will work with team members to model earnings, monitor market risk, and improve reporting using SQL, Power BI and Power Query. A technical math/finance background and regulated environment experience are preferred.