Job Summary

The incumbent serves as a Risk Analyst in the Risk Analytics unit under the Risk Surveillance Branch (RSB), Division of Clearing and Risk (DCR). RSB conducts financial and risk surveillance of derivatives markets intermediaries and clearing organizations to monitor the actual and potential implication of market events and conditions for the financial integrity of the clearing and settlement system and to follow up on indications of financial difficulty.

Job Description

CT-14 Level: To qualify for the CT-14 level you must have at least one year of specialized experience equivalent to the next lower grade (GS/CT-13 level). Specialized experience is defined through which one has gained experience: Managing the design, development, and deployment of large-scale information technology projects to ensure continuous system operations and resolve time-sensitive issues related to risk surveillance and quantitative analysis. Conducting financial stress testing and analyzing market data (e.g. pricing, volatility, and margin portfolios) to assess the potential impact of market changes on the financial condition of futures and swaps market intermediaries. Developing new financial analysis approaches and methodologies to conduct effective risk surveillance of individual traders, derivatives market intermediaries, and clearing organizations. Leading project teams responsible for analyzing market data regarding pricing and volatility to determine the potential financial impact on the condition of individual traders, market intermediaries, and clearing organizations.