• Quantitative Risk Analyst

    Job Locations
    US-CA-San Francisco
    Risk Management
  • Overview

    As the Enterprise Risk Management (ERM) Quantitative Risk Analyst, you bring your passion for data and data visualization to the team.  Your inquisitive nature and ability to develop strong relationships enables you to be the “go-to” resource in the ERM organization for data analysis projects.  Your reach and impact extends beyond ERM including financial, operational and strategic risks, as well as with other departments and business lines to produce analytics that support risk assessments and decision making.  Your knowledge and understanding of data visualization enables you to present your analysis in visually appealing and impactful ways to influence risk decision makers.


    This position reports directly to the ERM Risk Analytics Director.


    1) Risk Metrics Analysis and Visualization: Working across ERM with Risk Officers and key 1st Line of Defense representatives, you manage the suite of risk metrics and dashboards which are used to monitor and escalate risk information to Senior Management and the Board, including metrics in the Bank’s Risk Appetite Statement and Key Risk Indicator dashboards. Your key responsibilities include:

    • Working with metric owners and the ERM team to keep metrics current, ensuring a robust rationale, supported by data analysis, exists for all metrics and their threshold levels
    • Calibrating risk metric limits and thresholds through statistical analysis of underlying data sets
    • Developing, managing and updating the risk metric dashboards using Tableau
    • Maintaining the inventory of Risk Appetite Statement Metrics and Key Risk Indicators and their changes and evolution over time
    • Supporting the ERM Risk Analytics Director and the Risk Officers in identification of forward looking risk metrics to support monitoring of new or emerging risks within the firm


    2) Data Analysis: Leverage your passion for data and advanced analytic skills to retrieve data from key Bank data repositories for risk metric analysis and other activities to support the ERM team including:

    • Support the ERM Risk Analytics Director and Risk Officers in performing ad-hoc analysis on risk-specific situations, including researching causes of risk appetite or key risk indicator threshold/tolerance breaches

    • Analyze significant risks in the enterprise risk inventory and support Risk Officers with risk analysis and quantification through quantitative or scenario analysis

    • Create dashboards and present your analysis using Tableau


    3)Proactively support the Enterprise Risk Management (ERM) Team: You enjoy working collaboratively with all members of the ERM team to support the evolution of the ERM program. Your ability to juggle multiple competing priorities allows you to respond timely and accurately to ad hoc analysis requests from CRO, Risk Officers, other firm executives and regulators.


    Skills, Knowlege and Abilities: 


    • Candidate must have exceptional interpersonal and communication skills plus the ability to work independently and as a part of a team.  Must be extremely detail oriented and able to manage multiple complex tasks concurrently.  Discretion with confidential information is also necessary.
    • Qualifications:
      • A bachelor’s degree in computer science, engineering, mathematics or a related field preferred; MBA or MS degree preferred but not required
      • Banking experience is a plus but a candidate that can clearly articulate the transferability of out of industry skills will be considered
    • Prior experience in risk management or risk assessment experience at a financial institution or in consulting preferred
    • Ability to work with databases and write queries using SQL
    • Experience with programming in prototyping languages like python and statistical experience with languages like R are a plus
    • Experience using Tableau data visualization tool
    • Communications and/or training experience
      • Excellent verbal and written skills
      • Team player
      • Provides extraordinary service
      • Furthers the First Republic Bank culture and values


    Physical Requirements?


    • The ability to learn and comprehend basic instructions; understand the meanings of words and respond effectively; and perform basic arithmetic accurately and quickly.
    • Vision must be sufficient to read data reports, manuals and computer screens.
    • Hearing must be sufficient to understand a conversation at a normal volume, including telephone calls and in person.
    • Speech must be coherent to clearly convey or exchange information, including the giving and receiving of assignments and/or directions.
    • Position involves sitting most of the time, but may involve walking or standing for brief periods of time.
    • Must be able to travel as position requires.
    • May be required to lift 25-50lbs.



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