Market Risk Analyst II: Modeling & Insights

Greater Boston Chamber of Commerce; Boston (MA); On-site; USD 77,000 - 117,000; Full time

Job summary

The Federal Home Loan Bank of Boston is seeking a Market Risk Analyst II to join the Market Risk Management Team. This role focuses on measuring and communicating exposure to interest rate risk and other market-driven factors affecting value and earnings.

You will translate complex analytics into clear insights for leadership and regulators, while maintaining robust risk models and processes. You will help safeguard model integrity, support governance discussions, and contribute to back-testing,

Qualifications

• Four-year degree in finance, accounting, economics, or quantitative discipline; graduate degree and CFA preferred.
• Strong quantitative/math skills and ability to translate complex risk analytics into actionable insights.
• Experience with institutional risk modeling and data management practices is highly valued.

Responsibilities

• Oversee risk analysis model maintenance and updates, including underlying assumptions and data attributes.
• Generate representative assessments of risk exposure across balance sheets and portfolios.
• Prepare analytic reports used in financial reporting, including market value sensitivity and earnings at risk.
• Create and review baseline and stress-case results for forecasts of market risk, earnings risk and liquidity risk.
• Support modeling methodologies, version testing, and model upgrades; implement data handling and automation best practices.

Skills

Quantitative analysis

Risk modeling

Data interpretation

Independent work

Education

Bachelor's degree in finance/economics/quantitative field

Tools

PolyPaths

QRM

Intex

Bloomberg

SQL

Power BI

AWS QuickSight

Python

Job description

The Federal Home Loan Bank of Boston is seeking a Market Risk Analyst II to join the Market Risk Management Team. This role focuses on measuring and communicating exposure to interest rate risk and other market-driven factors affecting value and earnings.

You will translate complex analytics into clear insights for leadership and regulators, while maintaining robust risk models and processes. You will help safeguard model integrity, support governance discussions, and contribute to back-testing,