On The Fed's Sudden Need For "Risk Managers" And "Financial Engineers"
There was a time when getting a stable, lucrative financial job meant working for a hedge fund, preferably in the risk department. It still does: the biggest and most profitable hedge fund of all - the Federal Reserve - as well as its various adjunct "all P no L" offices, and judging by the spike in recent job wanted posting by said hedge fund et al, things are looking up for those who want to manage taxpayer funded "risk." For the job seekers our there disillusioned with a 2 and 20 model that no longer works in the new central planning normal, get involved. As for why the Fed would suddenly be fascinated with risk now, after its DV01 is well over $2 billion, we have no ready answers.
- Capital and Enterprise Stress Testing Specialist, Federal Reserve Bank of Richmond, Charlotte, NC
- Risk Product Sr. Specialist I/II, Federal Reserve Bank of Richmond, Charlotte, NC
- Senior Basel Wholesale Quantitative Analyst – Risk and Policy Analysis, Federal Reserve Bank of Boston, MA
- Supervisory Manager – Complex Financial Institutions, The Federal Reserve Bank of New York, NYC
- Model Validation Team Leader, Credit and Payments Risk Group, The Federal Reserve Bank of New York, NYC
- Sr. Complex Financial Institution Analyst, FDIC, Washington, DC
- Financial Engineer, US Securities and Exchange Commission, New York City, Boston, Chicago, LA, San Francisco
- Financial Engineer – RAS, US Securities and Exchange Commission, Washington, DC
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