Senior Model Risk and EUC Analyst

FHLBank San Francisco - San Francisco, CA

Full-time
Job Description:
The role of Senior Associate End User Computing (EUC) Risk Control will reside within the Risk Division under the CRO of the Bank. The Model Risk Management Group (MRMG) oversees model risk posed by models and calculators used by the Bank, and EUC tools inventory and risk. This position will report to the Director of EUC Risk Control.

This dynamic position offers an exceptional opportunity to help enhance and ensure compliance with the EUC framework across the bank. This is a unique opportunity to work across all Bank departments and functional areas including, but not limited to:

Credit and Collateral
Market and Operation Risk
Trading
Key Responsibilities

Update and enforce Bank EUC Control Policy and EUC Procedures
Work with management to develop annual EUC validation plan for Enterprise Risk Committee (ERC) approval
Collaborate with business units to collect and maintain EUC inventory on a quarterly basis
Provide guidance to business units on EUC risk assessment
Lead execution of quarterly independent testing, including coordination with business units on timing, sample selection and validation
Document test summary, validate test exceptions, and provide guidance on remediation
Assist with remediation of specific findings identified by regulators and auditors
Maintain EUC training material and assist in providing annual and ad-hoc training
Assist with quarterly and ad-hoc reporting requirements with Bank senior management
Identify opportunities to transition EUCs to Bank’s controlled application development environment
Perform other duties or projects as assigned

Skills, Knowledge and Competencies:
Undergraduate college degree in a technical field of Math, Finance, Accounting or Information Technology is required; Graduate degree is a plus
A minimum of five years of experience in a financial institution or consulting firm, preferably in an analytical, risk, compliance/audit or regulatory function; prior model risk and/or EUC experience would be a strong plus
Ability to perform in-depth quantitative analysis, document test results and communicate findings
Attention to detail, execution, project management and organization skills
Ability to coordinate with cross-functional teams; experience in working with Technology department and end users to implement and manage EUC solutions would be a strong plus
Ability to work effectively on multiple projects under tight deadlines
Advanced working knowledge of MS Office Suite, with specific emphasis on Excel
Knowledge of at least one common programming language (e.g., Java, C++, Python or similar)
Strong analytical thinking and problem-solving abilities
Excellent verbal and written communication skills
Self-motivator and team player who brings a “can-do and will-do” attitude

Qualifications:
The Federal Home Loan Bank of San Francisco is an Equal Employment Opportunity employer and is committed to a diverse workforce. We value and actively seek to recruit, develop, and retain individuals with varied backgrounds and experiences reflecting the full diversity of the communities that we serve. It is the policy of the Bank to comply with all applicable laws concerning the employment of persons with disabilities.