Financial Risk Analyst

The Market Participants Division leads the Commission's efforts in protecting market participants and their funds by ensuring the financial integrity, fitness, and fair business conduct of derivatives market participants, such as swap dealers, major swap participants, futures commission merchants, introducing brokers, commodity pool operators, commodity trading advisors, floor brokers, and retail foreign exchange dealers. This position is in the Financial Risk Management Section.

**Qualifications:**
GS/CT-12 level: One year of specialized experience equivalent to the CT/GS-11. Specialized experience is defined as experience gained performing, examining or auditing financial risk management functions (such as identifying, measuring, monitoring and mitigating market, credit, counterparty, funding, liquidity and settlement risks) faced by a complex financial institutions active in derivatives markets (futures, options on futures and/or swap positions) including the development, implementation, use and/or performance monitoring of advanced risk quantitative techniques within complex organizations. GS/CT-13 level: One year of specialized experience equivalent to the CT/GS-12. Specialized experience is defined as experience gained performing, examining or auditing financial risk management functions (such as identifying, measuring, monitoring and mitigating market, credit, counterparty, funding, liquidity and settlement risks) faced by a complex financial institutions active in derivatives markets (futures, options on futures and/or swap positions) including the development, implementation, use and/or performance monitoring of advanced risk quantitative techniques within complex organizations. GS/CT-14 level: One year of specialized experience equivalent to the CT/GS-13. Specialized experience is defined as experience gained performing, supervising , examining or auditing financial risk management functions (such as identifying, measuring, monitoring and mitigating market, credit, counterparty, funding, liquidity and settlement risks) faced by a complex financial institutions active in derivatives markets (futures, options on futures and/or swap positions) including the development, implementation, use and/or performance monitoring of advanced risk quantitative techniques within complex organizations. Techniques would include benchmarking, back testing, stress testing, developing or analyzing mathematical models to quantitatively assess model performance and recommend changes for model improvements. Project lead in advancing model risk management and recommendations and presenting findings to senior management. Experience in drafting regulations and policy documents.