Quantitative Risk Analyst: Market Risk & Earnings

The Federal Home Loan Bank of Chicago; Chicago (IL); On-site; USD 75,000 - 126,000; Full time

Benefits offered by this job

401k and Pension

Medical, Dental, Vision Insurance

Lifestyle Spending Account

11 paid holidays

Job summary

The Federal Home Loan Bank of Chicago seeks a Quantitative Analyst in Market Risk and Earnings Analysis to measure, monitor, and analyze the bank's financial risks. You will collaborate with Capital Markets, Finance, and Balance Sheet Management to strengthen risk reporting and forecasting.

You will build risk dashboards, support income simulations, and contribute to strategy with advanced analytics and visualization tools, aiding senior management decisions.

Qualifications

• 1-3 years of experience in risk management or quantitative risk modeling.
• Bachelor's degree in a quantitative or related field; Master's preferred.
• CFA or FRM designation is a plus or progress toward either.
• Strong mathematical, analytical, and communication skills.

Responsibilities

• Measure, monitor, and analyze the Bank's financial risks across markets and balance sheet.
• Support risk limit monitoring, reporting, and income simulation.
• Develop advanced risk dashboards and analytics for senior management.
• Collaborate with Capital Markets and Finance to support forecasting and planning.

Skills

risk management

quantitative modeling

asset/liability management

fixed-income analytics

capital markets

Python

SQL

risk analytics

Education

Bachelor's degree in a quantitative field

Master's degree preferred

Tools

Python

SQL

Tableau

Databricks

Job description

The Federal Home Loan Bank of Chicago seeks a Quantitative Analyst in Market Risk and Earnings Analysis to measure, monitor, and analyze the bank's financial risks. You will collaborate with Capital Markets, Finance, and Balance Sheet Management to strengthen risk reporting and forecasting.

You will build risk dashboards, support income simulations, and contribute to strategy with advanced analytics and visualization tools, aiding senior management decisions.