Senior Market Risk Analyst
Federal Home Loan Bank of Des Moines

Des Moines, Iowa

Posted in Banking


This job has expired.

Job Info


At FHLB Des Moines, we work each day to develop an inclusive culture that supports and leverages the complexity of a diverse workforce. This enables us to effectively serve the needs of our members and help them succeed.

The Senior Market Risk Analyst is responsible for measuring market risk of the Bank's balance sheet utilizing complex financial models, performing stress tests of market risk exposures and assisting with the implementation and maintenance of the Asset/Liability Management ("ALM") system.

Accountabilities:

  • Monitor and maintain daily total balance sheet risk reporting process.
  • Monitor daily liquidity activities.
  • Provide in-depth analysis of attribution factors for MVE and VaR monthly changes.
  • Provide in-depth analysis of risk reports for Market Risk Committee, Enterprise Risk Committee, Asset Liability Committee and Valuation Subcommittee.
  • Review daily market loading and Mortgage Partnership Finance (MPF) pricing update reports.
  • Analyze monthly advance valuation results.
  • Analyze monthly income simulation results.
  • Create monthly risk reports such as Market Value of Equity (MVE), Market Value of Capital Stock (MVCS), Economic Value of Capital Stock (EVCS) and Value at Risk (VaR).
  • Identify enhancement opportunities for risk reporting processes and develop optimized solutions for them.
  • Implement model changes, recommendations/findings from FHFA exam, model validation and other audit processes.

Qualifications:
  • 2+ years of experience in quantitative analysis in Finance, Economics, Mathematics, Statistics or other quantitative/computing fields.
  • Strong analytical and computer skills in Access, Excel and Word.
  • Strong oral and written communication skills.
  • Programming experience preferred, e.g. SQL, VBA.
  • Master's Degree in Finance, Financial Engineering, Economics, Mathematics, Statistics, Business or other quantitative or computing fields or equivalent work experience.

Compensation Range:
Annual Salary: $110,000.00 - $120,000.00

This salary range represents the Bank's good faith and reasonable estimate of possible compensation at the time of hire. Offer to be determined by selected applicant's education, experience, knowledge, skills & abilities, as well as internal equity and alignment with market data.This role is also eligible to participate in the Bank's annual incentive plan.

As part of our competitive Total Rewards package, the Bank offers 11 paid holidays, 5 weeks of PTO and a work culture that values work/life balance. Most roles are eligible for our hybrid work schedule of 3 days per week in office, 2 days per week work-from-home. We match 100% of the first 6% you contribute to your 401(k), and provide an additional 4% non-discretionary contribution to your 401(k) at the end of year. More information on our Total Rewards program can be found here.

At FHLB Des Moines, we celebrate diversity, work to create an inclusive culture and champion equity in all of our policies and practices. This enables us to effectively serve the needs of our members and help them succeed. FHLB Des Moines is proud to be an Equal Opportunity Employer. We prohibit discrimination on the basis of race, color, religion, sex (including pregnancy, sexual orientation or gender identity), national origin, age, disability, veteran status, genetic information (including family medical history), status as a parent or any other characteristic protected by federal, state or local law.


This job has expired.

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