Capital Markets Portfolio Trader I

Federal Home Loan Bank of Pittsburgh; Pittsburgh (Allegheny County); On-site; USD 80,000 - 100,000; Full time

Job summary

The Federal Home Loan Bank of Pittsburgh seeks a finance professional to support Capital Market’s daily balance sheet management by analyzing fixed-income market trends. The ideal candidate will possess a strong background in finance, excellent analytical skills, and familiarity with asset and liability management.

This role involves comprehensive analysis and execution of transactions related to debt and derivatives within a team environment. Candidates should have a B.S. in Finance and 5-7 years of financial industry experience.

Qualifications

• Five to seven years of experience in the financial industry.
• Hands-on experience with financial models.
• Understanding of risk management measurements.

Responsibilities

• Support analysis related to managing balance sheets.
• Analyze fixed-income market trends and communicate findings.
• Support workflows associated with capital market transactions.

Skills

Analytical skills

Communication skills

Excel

PowerPoint

Risk management understanding

Familiarity with Bloomberg

Education

B.S. in Finance, Economics, or Accounting

MBA or CFA

Job description

Position Summary: This role supports Capital Market’s daily balance sheet management activities by monitoring fixed‑income markets trends and developments, assisting with preparation of ad‑hoc analyses, supporting transaction‑related workflows, and executing transactions. The ideal candidate will have a strong background in finance, excellent analytical skills, and familiarity with asset and liability management considerations and tactics.

Primary Success Factors

• Provide support with analysis related to managing balance sheets and monitoring capital markets trends.
• Analyze fixed‑income market trends and communicate findings to Capital Markets colleagues and other Bank constituents.
• Support workflows associated with debt, derivatives, MBS, AMA, Treasury, repo, and Fed funds transactions.
• Execute transactions consistent with the Bank’s risk/return appetite and objectives, as needed.
• Comprehend the Bank’s market risk management practices and related metrics.
• Demonstrate proactive foresight in identifying and responding to developments and challenges within the market, department, and Bank.
• Initiate and guide comprehensive discussions and analyses on critical matters.
• Consistently seek opportunities to assist colleagues in overcoming obstacles and attaining objectives.
• Ensure compliance with applicable policies, procedures, and regulations.
• Support the Capital Markets team across other areas of the Bank: Risk Management, Model Validation, Finance, Legal, Central Operations and IT.

Required Experience

• B.S. in Finance, Economics, or Accounting (preferred); MBA or CFA a plus.
• Five to seven years of experience in the financial industry, which may or may not include direct capital markets experience.
• Hands‑on experience with the models used to evaluate investments and related funding decisions.
• Understanding risk management measurements and tactics.
• Knowledge of fixed‑income market; familiarity with agency debt, derivatives, agency MBS, Treasury, repo, and Fed funds markets.
• Understanding of asset/liability management.
• Financial statement analysis and interpretation.
• Ability to clearly communicate complex concepts in oral and written form.
• Strong Excel/PowerPoint skills.
• Familiarity with Bloomberg.
• Ability to use analytical software models.

Equal Employment Opportunity Statement

It is the policy of the Federal Home Loan Bank of Pittsburgh to ensure equal employment opportunity (EEO) for all employees and applicants for employment without regard to race, religion, color, sex, national origin, age, disability status, genetic information, veteran's status, ancestry, sexual orientation or status as a parent as defined by applicable law. It is the Bank's policy to comply with applicable laws concerning the employment of persons with disabilities, including reasonable accommodation for applicants and employees with disabilities.