Quantitative Rotational Analyst: Risk & Treasury Pathway

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

Benefits offered by this job

Competitive compensation & bonus

Comprehensive benefits program

401(k) and Pension

Medical, dental and vision insurance

11 paid holidays + PTO

Job summary

The Federal Home Loan Bank of Chicago offers a two-year Quantitative Rotational Program designed to attract high-achieving analysts. You will rotate across Market Risk, Model Risk, Credit, and Treasury, gaining hands-on experience and mentorship to prepare for a permanent role.

Applicants should have strong quantitative skills and programming experience (SQL/SAS/R) with data visualization, and a track record of collaboration and problem solving.

Qualifications

• Bachelor’s or Master’s degree in a quantitative field is required.
• Strong programming experience in SQL, SAS, and R, with data visualization skills.
• 1–5 years of related banking/finance experience is a plus.

Responsibilities

• Support Market Risk by developing tools to analyze and report risk.
• Assist Model Risk with validation, data verification, and benchmarking activities.
• Perform analytics for Markets Credit, including cash flow modeling and report creation.

Skills

SQL

SAS

R

VBA

Data viz

Analytics

Education

Bachelor’s degree in a quantitative field

Master’s degree (including MBA) in quantitative fields

Tools

Tableau

MS Office

Job description

The Federal Home Loan Bank of Chicago offers a two-year Quantitative Rotational Program designed to attract high-achieving analysts. You will rotate across Market Risk, Model Risk, Credit, and Treasury, gaining hands-on experience and mentorship to prepare for a permanent role.

Applicants should have strong quantitative skills and programming experience (SQL/SAS/R) with data visualization, and a track record of collaboration and problem solving.