Quantitative Market Risk & Earnings Analyst

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

Benefits offered by this job

401(k) plan

Pension

Medical insurance

Dental insurance

Vision insurance

Lifestyle Spending Account

Paid time off (PTO)

11 paid holidays

Job summary

FHLBank Chicago is seeking a Quantitative Analyst in Market Risk and Earnings Analysis to measure and monitor the financial risks faced by the Bank. You will work with stakeholders across the organization to analyze risk, develop dashboards, and support risk reporting.

Ideal candidates have 1–3 years of risk management experience, a quantitative degree, and experience with Python/SQL. This in-office role offers a competitive compensation package and robust benefits including retirement plans and

Qualifications

• Bachelor's degree in a quantitative or related field.
• Master's degree preferred.
• CFA or FRM designation is a plus.

Responsibilities

• Perform quantitative risk and earnings analysis.
• Monitor risk limits and exposures.
• Support dashboards and reporting for senior management.
• Collaborate with Capital Markets and other departments on modeling needs.
• Assist in income forecasting and risk analysis frameworks.
• Support process reengineering and EUC maintenance.

Skills

Risk management

Quantitative modeling

Asset liability mgmt

Fixed-income analytics

Capital markets

Python

SQL

Tableau

Databricks

Communication skills

Education

Bachelor's degree in quantitative field

Master's degree preferred

Tools

Databricks

Excel

Job description

FHLBank Chicago is seeking a Quantitative Analyst in Market Risk and Earnings Analysis to measure and monitor the financial risks faced by the Bank. You will work with stakeholders across the organization to analyze risk, develop dashboards, and support risk reporting.

Ideal candidates have 1–3 years of risk management experience, a quantitative degree, and experience with Python/SQL. This in-office role offers a competitive compensation package and robust benefits including retirement plans and