Office of the Comptroller of the Currency
C2 - Econometric Methods
C5 - Econometric Modeling
G1 - General Financial Markets
The Risk Analysis Divisions have openings for financial economists who have strong statistical and econometric background and have (or are interested in developing) modeling expertise in credit risk, market risk, or enterprise risk that includes one or more of the following areas: credit scoring, portfolio credit risk, regulatory capital models, economic capital models, enterprise-wide stress testing, credit derivatives, option and derivatives pricing, asset-liability management, short and long term interest rate risk measurement, mortgage banking, and asset securitization; as well as expertise in quantitative statistical and mathematical modeling.
JOB QUALIFICATIONS: At the senior level, the successful candidate will have a demonstrated expertise in credit, market, or enterprise risk modeling as evidenced by a substantial publication record and/or significant financial industry experience in related areas. At the junior level, candidates will have a demonstrated interest and capability in credit, market, or enterprise risk modeling as evidenced by completed scholarly research work in related areas and a firm expectation of defending their Ph.D. in Economics, Finance, Statistics, or related field by summer 2013, or an equivalent combination of education and industry experience. The successful candidate will be expected to maintain an active research agenda and participate on bank exams reviewing banks' quantitative models providing advice to national bank examiners and to bankers on model appropriateness and accuracy.
POSITION REQUIREMENT: Candidates must be US citizens or permanent residents.
APPLICATION PROCEDURE: Applicants should provide the following documents: a cover letter, current vita, and research paper. Please email your application material to firstname.lastname@example.org. We will be interviewing at the ASSA meetings in San Diego. If you are interested in arranging an interview at the ASSA meetings, please indicate it in your cover letter.