Risk Analytics Co-op: Market Risk & Valuation

Fhlbdm; Des Moines, Northern (IA, KY); Hybrid; USD 25,000 - 36,000; Full time

Job summary

FHLB Des Moines is seeking a CO OP in Risk Analytics to conduct analysis and reporting of interest rate risk and asset/liability management using complex models. This role supports weekly balance sheet reporting and monthly market value, economic value, income projection and Value at Risk reporting processes.

You will assist with updating market environments data for risk management systems and maintain related documentation.

Qualifications

• Pursuing a Bachelor's degree in finance, economics, mathematics, statistics, MBA or related field.
• Experience in market risk reporting with complex fixed income instruments.
• Strong analytical and computer skills in Access, Excel and Word.
• Programming experience preferred.
• Strong oral and written communication skills.

Responsibilities

• Support weekly balance sheet risk reporting and MPF pricing updates.
• Assist with monthly risk reports: market value, economic value, income projection, and VaR.
• Contribute to the monthly Market Risk Profile and risk management system maintenance.

Skills

Analytical skills

Programming experience

Communication skills

Education

Bachelor's degree in finance or related field

Tools

Access

Excel

Word

Job description

FHLB Des Moines is seeking a CO OP in Risk Analytics to conduct analysis and reporting of interest rate risk and asset/liability management using complex models. This role supports weekly balance sheet reporting and monthly market value, economic value, income projection and Value at Risk reporting processes.

You will assist with updating market environments data for risk management systems and maintain related documentation.