Examination Specialist/Senior Examination Specialist (Modeling)

About the role

This position is for an Examination Specialist/Senior Examination Specialist (Modeling) in the Division of FHLBank Regulation (DBR), Office of Credit Risk, AMA and Investments Modeling Branch. In this role, the incumbent will be responsible for conducting analyses of the risks facing the regulated entities, with a focus on highly complex credit risk modeling topics. You may qualify for your desired series and grade level if you meet the following qualification requirements: BASIC REQUIREMENTS: To be eligible for the 0570 series, you must meet one of the following requirements: A. Undergraduate and Graduate Education: Major study -- accounting, banking, business administration, commercial or banking law, economics, finance, marketing, or other fields related to the position. -OR- B. Specialized Experience (for positions above GS-5): Examples of qualifying specialized experience include: Work requiring a thorough knowledge and the application of commercial accounting or auditing principles and practices (but less than full professional accounting knowledge) with a financial institution. Examining or auditing such financial institutions as savings and loan associations, savings or commercial banking institutions or trust companies, farm credit associations, or Federal or State credit unions. Professional accounting or auditing work that provided a broad knowledge of the application of accounting or auditing principles and practices. Work that provided a thorough knowledge of Federal and State laws applicable to the type of financial institution involved (e.g., savings and loan associations, Bank for Cooperatives, savings or commercial banks, investment institutions, etc.), and of the operations and practices of such institutions. -OR- C. Certificate: A certificate as a Certified Public Accountant (CPA) obtained through written examination in a State, territory, or the District of Columbia meets the EL/GS-5 level requirements. Applicants with such certificates may also qualify for higher grade levels based on their education and or experience. In addition to meeting the above basic education, experience, or certification requirements, applicants must also meet the following minimum qualifications for their desired grade level: MINIMUM QUALIFICATIONS: Minimum Qualification EL-12: I qualify for the EL/GS-12 because I have at least 52 weeks of specialized experience at the EL/GS-11 or equivalent demonstrating work experience with most or all of the statements described below. Examples of specialized experience include: Participating in credit risk modeling in one of the following areas: secured and unsecured credit, single-family mortgages, investment portfolios; AND Conducting reviews, examinations, or analysis of financial institutions, with a focus on credit risk modeling, including assessing secured and unsecured credit exposure, investment portfolios, and model-driven risk measures to assess risk and support supervisory or business decisions; AND Analyzing financial, portfolio, or market data using tools such as Excel, STATA, SQL, MATLAB, Tableau, or similar applications to identify trends, evaluate portfolio performance or model results, and support assessments of credit risk; AND Preparing or contributing to written reports, briefings, or summaries to communicate findings and support decision-making; AND/OR Reviewing policies, procedures, model documentation, or internal controls to help assess governance, risk management practices, and compliance with guidance; AND/OR Monitoring trends and advances in credit risk, credit risk modeling, industry guidance, regulatory expectations, and risk-based examinations of large, complex financial institutions. Minimum Qualification EL-13: I qualify for the EL/GS-13 because I have at least 52 weeks of specialized experience at the EL/GS-12 or equivalent demonstrating work experience with most or all of the statements described below. Examples of specialized experience include: Working extensively with credit risk modeling in one of the following areas: secured and unsecured credit, single-family mortgages, investment portfolios; AND Performing and conducting reviews, examinations, or monitoring of financial institutions, with a focus on credit risk modeling, including assessing secured and unsecured credit exposure, investment portfolios, and model-driven risk measures, to assess risk and support supervisory or business decisions; AND Overseeing and analyzing financial, portfolio, or market data using tools such as Excel, STATA, SQL, MATLAB, Tableau, or similar applications to identify trends, evaluate portfolio performance or model results, and identify emerging risks; AND Writing reports, memoranda, or analytical summaries to clearly present findings and recommend actions to stakeholders; AND/OR Evaluating model documentation, methodologies, assumptions, and internal controls, including model validation results or governance practices, to assess effectiveness and ide

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