Senior Market Risk Analyst - Hybrid & Strategic Risk Reporting

Federal Home Loan Bank of Des Moines; Des Moines (IA); Hybrid; USD 102.000 - 121.000; Vollzeit

Benefits dieser Stelle

Hybrid work schedule

11 paid holidays

PTO 5 weeks

401(k) with company match

Zusammenfassung

Federal Home Loan Bank of Des Moines is seeking a quantitative analyst to measure market risk on the balance sheet, run stress tests, and help implement the ALM system. The role involves daily reporting, monthly VaR and MVE/MVCS reporting, and contributing to risk committee analyses.

Qualified candidates have 2+ years of quantitative finance experience, strong analytical skills, and proficiency in Excel/Access; programming (SQL/VBA) is preferred. Hybrid work is available in Des Moines.

Qualifikationen

• Advanced degree or equivalent work experience in a quantitative field.
• At least 2 years of quantitative analysis experience in finance/economics/math/statistics.
• Strong analytical and computer skills in Access, Excel and Word.
• Programming experience preferred (SQL, VBA).
• Strong oral and written communication skills.

Aufgaben

• Monitor and maintain daily total balance sheet risk reporting process.
• Create monthly risk reports (MVE, MVCS, EVCS, VaR).
• Analyze attribution factors for monthly MVE and VaR changes.
• Support risk reports for Risk Committees and Valuation Subcommittee.
• Analyze monthly advance valuation results and income simulation results.
• Monitor daily liquidity activities and review weekly market loading reports.
• Identify enhancements for risk reporting processes and implement solutions.
• Assist testing of risk data in bank-wide projects and ensure internal controls.

Kenntnisse

Quantitative analysis

Analytical skills

Oral and written communication

SQL/VBA programming

Finance knowledge

Ausbildung

Advanced degree preferred in finance/financial engineering/economics/mathematics/statistics/MBA or related field

Tools

Access

Excel

Word

Jobbeschreibung

Federal Home Loan Bank of Des Moines is seeking a quantitative analyst to measure market risk on the balance sheet, run stress tests, and help implement the ALM system. The role involves daily reporting, monthly VaR and MVE/MVCS reporting, and contributing to risk committee analyses.

Qualified candidates have 2+ years of quantitative finance experience, strong analytical skills, and proficiency in Excel/Access; programming (SQL/VBA) is preferred. Hybrid work is available in Des Moines.