JOE Listings (Job Openings for Economists)

August 1, 2022 - January 31, 2023

Federal Reserve Bank of San Francisco

This listing is inactive.
Quantitative Risk Specialist

JOE ID Number: 2022-02_111470728
Date Posted: 10/27/2022
Date Inactive: 01/31/2023
Position Title/Short Description
Title: Quantitative Risk Specialist
Section: Full-Time Nonacademic
Location: San Francisco, California, UNITED STATES
JEL Classification: 00 -- 00 - Default: Any Field
Full Text of JOE Listing:

While the SF Fed is a Reserve Bank, we’re not what you might expect. We’re unreserved here. That means we seek new and diverse perspectives. We spark conversations and encourage debate. We build opportunity. We pursue careers that are true to ourselves. We are looking for people who want to help our country reach its full economic potential.

The Quantitative Supervision and Research Team provides quantitative support to the Federal Reserve’s national supervisory programs in the areas of financial risk modeling and model risk management as well as to supervisory teams within the District’s Supervision + Credit group. This role is within the Federal Reserve System’s Stress Testing Program responsible for the annual supervisory stress-testing (DFAST) exercise. Modelers within the Stress-Testing Program are expected to provide top-tier technical modeling expertise and high-quality model risk management skills.

This role is related primarily, but not exclusively, to an open position on the securities valuation modeling team. The team maintains several fixed-income asset-pricing models as well as a set of ancillary models needed to determine the credit and market losses that the affected firms’ securities would experience under defined stress scenarios.

Application Requirements:
  • External Application Link
Application deadline: 01/31/2023