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Senior Quantitative Risk Specialist, CG-1160-14/15 (FPL 15)
Senior Quantitative Risk Specialist, CG-1160-14/15 (FPL 15)-December 2024
Virtual
Dec 12, 2025
About Senior Quantitative Risk Specialist, CG-1160-14/15 (FPL 15)

  Summary This position is located in the Division of Complex Institution Supervision and Resolution (CISR) and is responsible for supervising and resolving large, complex financial institutions, including systemically important financial institutions, financial market utilities (e.g., central counterparties), and all FDIC-insured depository institutions with assets greater than $100 billion for which the FDIC is not the primary federal regulator. Responsibilities At the full performance level, major duties include: - Responsible for conducting quantitative reviews of internal or vendor models used by large complex financial institutions to measure, manage, monitor and control credit, capital, compliance, market, funding, liquidity, and operational risk and stress testing. - Serves as a subject matter expert for the Corporation in the area of risk quantification models and techniques pertaining to one or more of the following areas: market risk and market pricing models; economic capital models; securitization activities and valuation models; operational risk models; credit risk models to include those used for Basel risk parameter estimates, loan loss estimates for reserving purposes, and credit scoring models; counterparty exposure models; interest rate risk models; and models used to support liquidity, funding, and contingency risk planning. - Reports technical and analytical findings through presentations, meetings, and written products to a variety of internal and external audiences. - Develops and delivers training programs to enhance examiner knowledge and skills related to advanced risk measurement methods and international capital issues. - Develops and applies quantitative techniques and tools for evaluating regulatory capital and adherence to international capital standards as well as potential exposure to funding, liquidity, market, and credit risk stress events. - Works collaboratively with other Divisions and other agencies to develop policies, guidance, and examination procedures related to international capital standards, market risk, credit risk, operational risk, liquidity and funding risks, and resolution planning Requirements Conditions of Employment Registration with the Selective Service. U.S. Citizenship is required. Employment Conditions. Completion of Financial Disclosure may be required. Minimum Background Investigation (MBI) required. Qualifications Qualifying experience may be obtained in the private or public sector. Experience refers to paid and unpaid experience, including volunteer work done through National Service programs (e.g. Peace Corps, AmeriCorps) and other organizations (e.g., professional; philanthropic, religious spiritual; community; student, social). Volunteer work helps build critical competencies, knowledge, and skills and can provide valuable training and experience that translates directly to paid employment. You will receive credit for all qualifying experience, including volunteer experience. Additional qualifications information can be found here. CG-14 level, To qualify, applicants must have completed at least one year of specialized experience equivalent to at least the 13 grade level or above in the Federal service. Specialized experience is defined as experience evaluating risk quantification models (e.g., models related to Comprehensive Capital Analysis and Review (CCAR) stress tests, Basel, BSA/AML, Machine Learning, and VaR) used by financial institutions with over $10 billion in assets in conjunction with on-site supervisory activities or supervisory programs AND experience developing risk methods or analytical tools for evaluating risk quantification methods. CG-15 level, To qualify, applicants must have completed at least one year of specialized experience equivalent to at least the 14 grade level or above in the Federal service. Specialized experience is defined as experience leading and evaluating risk quantification models (e.g., models related to Comprehensive Capital Analysis and Review (CCAR) stress tests, Basel, BSA/AML, Machine Learning, and VaR) used by financial institutions with over $10 billion in assets in conjunction with on-site supervisory activities or supervisory programs AND experience developing risk methods or analytical tools for evaluating risk quantification methods. Applicants eligible for ICTAP (Interagency Career Transition Assistance Program) must achieve a score of 80 or higher in the online assessment to be determined “well qualified” for this position. For more information, click here. Education There is no substitution of education for the experience for this position. Additional Information The duty location will be determined by the selecting official at the time of selection. Selectee(s) for headquarters, regional, and area office locations will be required to report to their duty station office at least 1 day per pay period beginning January 2, 2024, and at their supervisor’s direction to support mission and project needs. In person reporting requirements for headquarters, regional, and area office locations are expected to increase in July 2024. Selectees(s) for field office locations will be required to report in person to an FDIC office or financial institution at their supervisor’s direction. If selected, you may be required to serve a probationary period. Additional selections may be made from this vacancy announcement to fill identical vacancies that occur subsequent to this announcement. The range of pay shown includes base pay plus supplemental locality adjustments. The locality rates for these duty locations range from a low of 16.82% to a high of 51.75%. Pay will vary by grade level and the locality rate for the geographic location where the position is located. For more on FDIC locality rates, click here. Salary reflects a pay cap for this position of $252,500. To read about your rights and responsibilities as an applicant for Federal employment, click here.

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