Announcement may be used to fill similar positions within 60 days of the closing date.Learn more about this agency
This position is also being announced concurrently under Merit Promotion procedures vacancy number: M19-DP-10447690-CFO. Applicants who wish to be considered under MP must apply to both vacancies separately.
About this agency
The incumbent serves as a Senior Portfolio Analyst and is considered a skilled portfolio analyst who possesses a mastery of quantitative principles and reporting. The incumbent is considered a technical expert and is routinely assigned work commensurate with a high degree of professional skill and knowledge requiring a substantial depth of analysis.
At the full performance level, duties include, but are not limited to:
- Maintains a high degree of current and specialized expertise in the technical areas impacting the Bank's portfolio review process.
- Advises the Board, management, and staff of the financial risks and results on these technical areas.
- Maintains close familiarity with current news and events affecting the various types of obligors and countries with whom the Bank has outstanding loan, guarantee and insurance transactions, including: their past and present repayment histories, their ongoing financial condition and their political and economic outlooks.
- Developing the Bank's expected loss models consistent with the Federal Credit Reform Act: uses quantitative analysis, an understanding of the credit risk rating process of the governments ICRAS system and a familiarity with the outgoing risk ratings provided by private rating agencies (i.e., Moodys and Standard & Poors) to model expected losses for transactions. Develops and updates other quantitative models including the Bank's stress testing models.
- Oversees the portfolio review process which includes the preparation of monthly, quarterly, annual and ad hoc portfolio risk reports presenting the results of the reports to the Bank's Board of Directors, management, staff, and the independent auditors as they relate to the overall credit risk quality of the Bank's portfolio exposure of loan, guarantee, insurance, and claim transactions and the level of allowance for loss reserve that the bank is required to established in accordance with Generally Accepted Accounting Principles (GAAP).
- Effectively utilizes the computer equipment and has an expert operating knowledge of the monitoring systems relating to the Bank's Data Warehouse (ERS) and financial systems of record (FMS & EOL).
- Guides less experienced staff in the utilization of data systems and software applications.
- Performs special assignments and/or projects.
Occasional travel - You may be expected to travel for this position.
Job family (Series)
This job originated on www.usajobs.gov. For the full announcement and to apply, visit www.usajobs.gov/GetJob/ViewDetails/527190700. Only resumes submitted according to the instructions on the job announcement listed at www.usajobs.gov will be considered.