Quantitative Market Risk Analyst – Earnings & Analytics

FHLBank; Chicago (IL); On-site; USD 75,000 - 126,000; Full time

Benefits offered by this job

401k and Pension

Medical, dental, and vision insurance

Lifestyle Spending Account

Competitive PTO plan

11 paid holidays per year

Job summary

FHLBank Chicago seeks a Quantitative Analyst in Market Risk and Earnings Analysis to measure, monitor, and analyze financial risks. You will work with Capital Markets, Finance, and Balance Sheet Management to support earnings analysis and risk reporting, building advanced dashboards and analytics for senior leadership.

You’ll contribute to income forecasting, model enhancements, and innovative risk visualization using Python, SQL, and Tableau in a collaborative, in-office environment.

Qualifications

• Bachelor’s degree in a quantitative field or related area.
• Master’s degree preferred for advanced roles.
• CFA or FRM designation, or progress toward designation, is a plus.

Responsibilities

• Measure, monitor, and analyze financial risks across the Bank.
• Support risk limit monitoring and reporting; develop risk dashboards.
• Partner with Capital Markets, Finance, and Balance Sheet Management on analysis.
• Assist in income simulation, scenario analysis, and planning.
• Develop visualization and analytics to improve management insights.

Skills

Quantitative risk modeling

Python

SQL

Data visualization

Communication

Risk management

Fixed-income analytics

Asset/Liability management

Education

Bachelor’s degree in a quantitative field

Master’s degree preferred

CFA/FRM designation a plus

Tools

Tableau

Databricks

Job description

FHLBank Chicago seeks a Quantitative Analyst in Market Risk and Earnings Analysis to measure, monitor, and analyze financial risks. You will work with Capital Markets, Finance, and Balance Sheet Management to support earnings analysis and risk reporting, building advanced dashboards and analytics for senior leadership.

You’ll contribute to income forecasting, model enhancements, and innovative risk visualization using Python, SQL, and Tableau in a collaborative, in-office environment.