Portfolio Risk Management Lead, Fixed Income

Contract

Pro Sidian is a Management and Operations Consulting Services Firm focusing on providing value to clients through tailored solutions based on industry-leading practices. Pro Sidian services focus on the broad spectrum of Enterprise Solutions for Risk Management | Compliance | Business Process | IT Effectiveness | Energy & Sustainability | Human Capital
. We help forward-thinking clients solve problems and improve operations. Pro Sidian is launched by former Big 4 Management Consultants; our multidisciplinary teams bring together the talents of nearly 190 professionals nationally to complete engagements for Private Companies, Fortune 1,000 Enterprises, and Government Agencies of all sizes. Our services are deployed across the enterprise, targeting drivers of economic profit (growth, margin and efficiency), and are aligned at the intersections of assets, processes, policies and people delivering value.

Pro Sidian clients represent a broad spectrum of industries including Energy, Manufacturing, Chemical, Retail, Healthcare, Telecommunications, Hospitality, Pharmaceuticals, Banking & Financial Services, Transportation, Federal and State Government Agencies. Learn More About Pro Sidian Consulting at

Pro Sidian seeks a Portfolio Risk Management Lead, Fixed Income to manage an engagement for The Western Area Power Administration (Western) - a Federal agency under the U.S. Department of Energy (DOE) that markets and transmits wholesale hydroelectric power generated at Federal dams across the western United States. The candidate shall be responsible for the overall planning and execution of assignments, including monitoring day-to-day progress of task activities.

Candidate should possess at least ten years of relevant experience and a Masters degree in finance, business, economics or related fields.

• Portfolio management modeling of multiple loans in terms of interest rate risk, timing and sequencing, and other analytical requirements as identified by TIP
• Knowledge and experience in modeling interest rates assigned by US Treasury Bureau of Fiscal Services practices and ability to prepare and validate loan amortization schedules, prepayment penalty cost analysis, and assignment of interest rate credit spreads
• Advanced skills in working with MS Excel and conducting sensitivity analysis, Monte Carlo simulations for loan portfolio risks and opportunities as required
• Provide an independent process for impairment analysis and forecasting and valuation
• Develop appropriate risk management tools and reporting methodologies to support an active portfolio management process including risk metrics
• Design and implement risk management processes, including risk modeling and analytical tools, risk measurement and monitoring, stress/scenario testing and risk adjusted returns

CORE COMPETENCIES

• Teamwork – ability to foster teamwork collaboratively as a participant, and effectively as a team leader
• Leadership – ability to guide and lead colleagues on projects and initiatives
• Business Acumen – understanding and insight into how organizations perform, including business processes, data, systems, and people
• Communication – ability to effectively communicate to stakeholders of all levels orally and in writing
• Motivation – persistent in pursuit of quality and optimal client and company solutions
• Agility – ability to quickly understand and transition between different projects, concepts, initiatives, or work streams
• Judgment – exercises prudence and insight in decision-making process while mindful of other stakeholders and long-term ramifications
• Organization – ability to manage projects and activity, and prioritize tasks

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OTHER REQUIREMENTS

• Business Tools – understanding and proficiency with business tools and technology, including Microsoft Office. The ideal candidate is advanced with Excel, Access, Outlook, PowerPoint and Word, and proficient with Adobe Acrobat, data analytic tools, and Visio with the ability to quickly learn other tools as necessary.
• Commitment - to work with smart, interesting people with…