Market Risk Data Integration Manager

Position Summary

The Market Risk Data Integration Manager will be responsible for assisting in the overall management of department resources and processes. They will manage the development and maintenance of data related processes that support Market Risk functions and related information workflow. This role will also be responsible for ensuring data requirements of the department are adequately addressed and related technology aspects are effectively employed.

Primary Success Factors

• Assist the Director, Risk Modeling and Director, Market Risk Measurement & Reporting in the planning and ongoing oversight of market risk processes.

• Oversee the flow of data across systems, models, external sources (e.g., Bloomberg), data repositories and analytic tools (e.g., Tableau, SAS Viya).

• Manage the output and storage of model results along with related retrieval processes to ensure the effectiveness and consistency of data usage within the department

• Optimize the department's use of technology (e.g., scripting, SQL, Snowflake) in the extraction, processing, transformation and delivery of data

• Collaborate with Information Technology on the design, development and maintenance of supporting processes

• Act as primary liaison with IT, working groups and other stakeholders related to new or changing data requirements (e.g. new products, system conversions, model upgrades), coordinating department review and input as needed

• Work jointly with the modeling group to develop and maintain effective model structures (e.g., account hierarchy) and operational workflow (e.g., batch construction)

• Support the development and automation of reporting and workflow productivity through the delivery/availability of data and related process design

• Assist the measurement and reporting group in the design and content of analytic and management reports

• Support the information needs associated with the validation of model inputs/ output as a part of annual validation exercises and model performance tracking

• Fulfill special data and exam data requests as needed.

• Ensure the establishment of appropriate controls to support data-related processes and ensure data standards are achieved

• Participate as needed in internal/external audit reviews, FHFA exam and bank-wide risk assessment process.

Required Experience

• Bachelor’s degree in data/business analytics, data science, information systems, or comparable field. Advanced degree or certification preferred.

• 7+ years of data related experience, preferably in support of financial risk management or fixed income analytics

• Proficiency with data integration and ETL tools including SQL, scripting, Python/R 

• Strong familiarity with analytic applications (e.g., SAS Viya, Tableau, Power BI)

• Experience with use of cloud-based data platforms (e.g., Snowflake) and related data warehouses/repositories

• Exposure to Risk or ALM software (e,g,. PolyPaths, QRM) and related data input needs and model output

• Understanding of market risk concepts and fixed income analysis

• Strong attention to detail and ability to design and maintain efficient processes with appropriate data quality controls and governance

• Ability to coordinate projects requiring input and support across various groups

• Strong problem-solving skills and ability to work independently

It is the policy of the Federal Home Loan Bank of Pittsburgh to ensure equal employment opportunity (EEO) for all employees and applicants for employment without regard to race, religion, color, sex, national origin, age, disability status, genetic information, veteran's status, ancestry, sexual orientation or status as a parent as defined by applicable law. It is the Bank's policy to comply with applicable laws concerning the employment of persons with disabilities, including reasonable accommodation for applicants and employees with disabilities.