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We value diversity and are looking for a highly motivated and intellectually curious candidate for this important role within our Enterprise Risk Management function.  Enterprise Risk Management is critical to our Strong Bank Strong Communities vision.  The candidate will be responsible for analyzing the Bank’s market risk sensitivity including asset, liability and derivatives management, income at risk, liquidity risk and capital risk.  If you have a passion for making a different, then join our mission to be a reliable provider of funding, liquidity and services to our members so they can meet the housing, business and economic development needs of the communities they serve.

 

 

Key Responsibilities:

 

  • Produce and analyze market risk valuation (income simulation) exposure reports for the Bank’s assets, liabilities, and derivatives under the direction of Market Risk Senior Analysts
  • Support the preparation of risk reports for committees related to the Bank’s market and financial risk exposures
  • Assist with the maintenance and upgrade of the Bank’s risk management quantitative models, including the evaluation of assumptions
  • Contribute to innovation efforts through the development and enhancement of market risk models and processes
  • Provide support for ad hoc analysis related to the Bank’s market risk (income at risk) exposures and actively contribute to the delivery of Bank-wide projects
  • Perform daily liquidity risk monitoring and monthly liquidity gap analysis
  • Price and assess the risk of the Bank’s mortgage loan and investment portfolio to interest rates, spreads, changes in prepayment and default rates
  • Review weekly market loading and MPF pricing update reports

Requirements:

 

  • Familiarity with fixed income bond and derivative valuation theory and markets preferred. Some awareness of key risk metric preferred
  • Bachelor’s degree in finance, financial engineering, economics, mathematics, statistics or computer science or other quantitative fields
  • Strong analytical and computer skills in Excel, PowerPoint, Word and relational databases such as SQL and Access. Programming skills are a plus
  • Experience with financial markets, cashflow or valuation models
  • Ability to work in a team environment and to develop relationships with stakeholders
  • Good oral and written communication skills

 

Physical requirements

 

The physical demands described here are generally representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

 

While performing the duties of this job, the employee is regularly required to sit; use hands to finger, handle controls; talk and hear. Specific vision abilities required by this job include close vision and the ability to adjust focus. The employee frequently is required to reach with hands and arms. The employee is occasionally required to stand; walk; and stoop. The employee must regularly lift and/or move up to ten pounds and may be required to lift, move and/or carry up to 100 pounds.

 

Travel 

 

  • Employees in this position may travel periodically for work related activities, but it is not a regular part of the job.