We are seeking a consultant for our project at our client site in D.C.
- Document functionality and capabilities of an asset/liability valuation system, including instrument coverage, valuation methodologies, calculations performed, and data sourcing, and assumptions.
- Document functionality and capabilities of an ETL system, including data cleansing rules.
- Translate SQL script into a series of user-friendly lookup tables.
- Document a stress testing process, including flow charts, timing, data interactions and data lineage.
- Create quality control reports in Tableau.
- Strong verbal skills, including the ability to interview system owners and identify and clearly document important system functionality and capability
- Process documentation experience, including data lineage and calculations
- System documentation experience
- Mortgage industry (preferably GSE) experience. Alternatively, experience in a bank’s ALM department
- Familiarity with ETL systems a plus
- Ability to understand and translate SQL code a plus
- Familiarity with Tableau a plus
- Familiarity with Asset-Liability Management a plus
RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional Finance industries. We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains.
RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to hiring a diverse workforce and sustaining an inclusive culture. Qualified candidates must be legally authorized to be employed in the United States on an unrestricted basis.