The Federal Home Loan Bank of Indianapolis has an excellent job opportunity for a capital markets analyst reporting to the VP, Treasurer. You will provide operational and decision-making support to Treasury activities related to Treasury asset/liability management and assuring compliance with all requisite Bank policies.
Specific responsibilities include:
- Coordinate daily activities related to funding, derivative, and investment trading such as transaction recording, affirming cleared derivatives, and interacting with counterparties on issues or trades.
- Responsible for monitoring and ensuring Treasury Derivative Risk Analytics (Calypso) is calibrated to market on a daily basis.
- Provide analysis using Calypso to support decisions related to funding, advance hedging, balance sheet hedging, and derivative counterparty credit risk exposure.
- Develop and implement procedures for accurate and reliable data insuring that all transactions and documentation is correct and complete and in compliance with bank policies.
- Function as liaison with other departments, including financial controls, CRM, and IT.
- Support configuration and testing of future Calypso releases and other systems that may be developed or purchased for Treasury.
- Support the monitoring and management of credit exposure on interest rate derivatives through optimal collateral selection and assuring that collateral is appropriate based upon ISDA Credit support Annex and clearing house requirements.
- Develop an understanding of the ISDA document and its terms. Assure compliance with amendments. Assure all documents are received for new agreements that are negotiated. Maintain the Calypso legal entity database and collateral manager.
- Prepare reports for Capital Markets management related to the monitoring of the funding, derivatives, and investment portfolios. This includes the monthly Treasury reports and information for the Bank's management committees and Board of Directors.
- BS with concentration in business economics, accounting, or finance. Knowledge of derivatives including interest rate swaps and options is preferred.
- Minimum three years' experience in or working directly with a financial institution.
- Excellent analytical and communication skills.
- Excellent PC skills including excel, powerpoint, access, and word.
- Ability to make decisions in unprecedented situations and coordinate multiple tasks simultaneously.
Federal Home Loan Bank of Indianapolis (the Bank) provides funds to its members. All federally-insured depository institutions, community...