RiskSpan Careers

Location: Washington, DC (Hybrid – 3 days per week in office)

RiskSpan is a leading provider of analytics, modeling, data, and risk management solutions for the Consumer and Institutional Finance industries. We support banks, investors, servicers, and regulators with expertise across credit risk, market risk, capital analytics, and financial modeling in highly regulated environments.

   

The Associate Analyst will support credit risk forecasting, stress testing, and capital analytics initiatives related to home price and credit performance. Working under the guidance of senior analysts and managers, this role focuses on data preparation, validation, template review, and analytical support across both regulatory exercises (e.g., DFAST/MST) and internal forecasting processes.

   

This position provides foundational exposure to credit risk models, scenario analysis, and model governance within a structured and regulated financial environment. It is well-suited for candidates looking to build a career in financial risk analytics and forecasting.

   

· Support credit risk forecasting and capital analytics activities for home price and credit portfolios.

· Assist with data preparation, reconciliation, validation, and quality checks to ensure accuracy and consistency.

· Review and maintain forecasting templates, reports, and supporting documentation.

· Provide analytical support for regulatory stress testing (e.g., DFAST, MST) and internal forecasting exercises.

· Assist in scenario analysis, sensitivity reviews, and comparative analytics under different economic conditions.

· Support documentation and governance processes, including adherence to model controls and regulatory standards.

· Collaborate with senior analysts, managers, and cross-functional stakeholders to meet project timelines.

· Communicate findings, data issues, and process observations clearly and professionally.

Required Skills & Qualifications

· Strong proficiency in Microsoft Excel, including formulas, pivot tables, and basic data validation techniques.

· Familiarity with at least one analytical or programming language: Python, R, or SQL.

· Basic understanding of:

o Credit risk concepts

o Forecasting and scenario analysis

o Financial statements and capital measures

· High attention to detail with a strong focus on data accuracy and consistency.

· Solid analytical thinking and problem-solving skills.

· Clear written and verbal communication skills.

· Ability to follow structured processes within regulated environments.

· Willingness and ability to learn complex financial models, regulatory requirements, and governance standards.

   

· 2-5 years relevant experience

· Bachelor’s degree in one of the following (or a closely related field):

o Finance

o Economics

o Statistics

o Mathematics

o Financial Engineering

o Data Science

RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to building a diverse and inclusive workforce. Qualified candidates must be legally authorized to work in the United States on an unrestricted basis.