Head of Analytics, Reporting and Infrastructure - LISCC - Supervision

Department and Team Overviews:
The Scenario Identification, Loss Generation, Modeling and Analytics ("SIGMA") Department is responsible for identifying, measuring, monitoring, analyzing and reporting on actual or potential trading and counterparty risks. Importantly, the team is responsible for contributing to Federal Reserve System Initiatives (e.g., CCAR/DFAST, ad-hoc risk analysis, and other Board and senior management directives) and collaborating with other FRBNY and Federal Reserve System groups, and other regulatory bodies, as needed.

Analytics, Reporting and Infrastructure (ARI)

The ARI team works to quantify, analyze, report, monitor and perform forward-looking research on trading risks. In addition, members of the ARI team participate in the Federal Reserve System's CCAR/DFAST processes including: working with the Market Shock Scenario Design Group to develop and implement DFAST trading scenarios and shocks; working with senior trading product specialists to assess firms' risks; and participating in research-related work to enhance trading shock methodologies, risk and exposure data capture, and template designs. The ARI team is responsible for developing and publishing standardized reporting of all trading risks and contributes significantly (in collaboration with the other SIGMA teams) to standard and ad-hoc analyses, which is conducted for important System initiatives (e.g., Scenario Design Group, Model Oversight Group, Markets Group, Monetary Affairs analysis, etc.) and off-cycle related to important trading risks. To support the Department's activities, the ARI team is also responsible for the development and maintenance of our technology infrastructure.

Role and Responsibilities:

Build, develop, lead, collaborate with and motivate a dedicated group of risk analysts and technologists.

Provide expert knowledge and guidance to team on developing standardized reporting and ad-hoc analytics, in addition to overseeing the development and maintenance of our technological infrastructure.

Play a leadership role on key System initiatives where SIGMA is engaged, such as the Scenario Design Group activities for the global market shock and the CCAR/DFAST Model Oversight Group activities.

Serve as a leader within SIGMA, the LISCC function, and the NY Federal Reserve Bank broadly to work cross-functionally, share expertise, establish priorities and work in an effective and coordinated manner as one Department, Function, Group, Bank, and System.

Play a key role in quantifying and assessing domestic and global financial system trading risks working with our Markets Group colleagues to ensure our reporting and analysis takes into account the most salient market events/risks.

Establish and implement strategic and tactical objectives to carry out the mission of the Team, Department, Supervision Group and Federal Reserve System.

Partner with other Supervision Functions, Groups, and Reserve Banks to meet the Federal Reserve System's objectives.

Lead or participate in meetings with senior management of supervised institutions on trading risk related vulnerabilities.