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    Duties

    Summary

    This position is located in the Risk Surveillance Branch of the Division of Clearing and Risk (DCR). The Risk Surveillance Branch conducts financial and risk surveillance of derivatives market 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.

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    Responsibilities

    The incumbent is a member of the Risk Analytics unit, and participates in the design, development and maintenance of RSB’s risk analytics platform to measure, monitor and assess risk exposures across exchange-traded futures and options, cleared and uncleared swaps, and where appropriate, related cash markets. The risk analytics platform is an integration of data, technology, analytical tools, and reports generation capabilities related to futures and options, swaps, and related cash markets. In addition to interfacing closely with the rest of RSB to assess their needs and collaborating with them on the design of analytical tools, the incumbent independently researches tools and metrics developed by market participants and the academic research community.

    As a member of the Risk Analytics unit, the incumbent participates in the design, coordination, and execution of CFTC’s annual Supervisory Stress Tests by collaborating with other RSB and DCR staff, and with other relevant regulatory authorities. The incumbent collaborates with other RSB teams to ensure that there is a feedback loop between the daily risk surveillance activities, periodic supervisory stress tests, and the quantitative assessments of the margin model team. The incumbent is responsible for ensuring that tools and analytical capabilities developed for supervisory stress tests are brought into the daily risk surveillance program.

    At the full performance level as a Risk Analyst (Risk Analytics) in the Risk Surveillance Branch, you will:

    • Execute roles as directed for the Division's risk analytics program related to futures, options, and swaps;
    • Participate in the design, development and maintenance of RSB’s risk analytics platform;
    • Coordinate with the margin model and the daily surveillance units, as well as other relevant regulatory agencies in the design, planning and execution of supervisory stress tests;
    • Interface with the Office of Data and Technology for core infrastructure and shared resources, as well as for vendor-provided solutions.

    NOTE:  CANDIDATES HAVE THE OPTION TO SELECT FROM 3 DUTY LOCATIONS, CHICAGO, IL, NEW YORK, NY OR WASHINGTON, DC HOWEVER, THERE IS ONLY 1 VACANCY.   

    Travel Required

    Occasional travel - 10% to 15% annually

    Supervisory status

    No

    Promotion Potential

    14

This job originated on www.usajobs.gov. For the full announcement and to apply, visit www.usajobs.gov/GetJob/ViewDetails/599020300. Only resumes submitted according to the instructions on the job announcement listed at www.usajobs.gov will be considered.