The Federal Home Loan Bank of Indianapolis has an excellent job opportunity for a Treasury Risk Analyst to assist in providing Bank management credit and market risk analytics to support financial decision making. You would assist in providing Bank management credit and market risk analytics to support financial decision making by conducting analyses to quantify such risks and reporting results in concise and actionable metrics. You may also assist in providing Bank management financial forecasts to provide a long term outlook of the Bank’s balance sheet and income statement based on the Bank’s current positions and assumptions regarding future actions.
• Assist in credit research and analysis of the Bank’s derivative and investment counterparties.
• Assist in building and improving interfaces between the Bank’s systems of record and our risk models to enhance analytic and forecasting capabilities by maintaining, and modifying as necessary, processes for entering position data into our models and ensuring that all necessary terms and conditions associated with Bank positions are accurately reflected.
• Assist in developing the financial assumptions that drive our models as well as reviewing them for accuracy and reasonableness.
• Participate in creating risk reports and ensure their accuracy and completeness.
• Provide insight into enhancing and expanding reporting and related processes.
• Assist in developing new and enhancing existing models and procedures, and conduct any required testing.
• Assist in the analysis of potential investments (and possibly associated funding and hedging) from a market risk, credit risk and/or financial forecasting perspective.
• Conduct “what if” analyses for alternative investment and funding strategies.
• Perform or assist in ad-hoc analyses in a timely manner.
1. Bachelor’s degree in business administration, finance, accounting, science or other related field. Advance degree and/or professional certifications such as CFA, FRM or PRM are a plus.
2. Strong analytical and quantitative skills.
3. Minimum of three years’ experience at a financial institution in a financial analysis or risk management role.
4. Detail oriented.
5 Knowledge of fixed income and derivative valuation principles. Knowledge of prepayment and default models such as AD&Co, AFT, LPS and/or experience with trading and risk management systems, such as QRM or PolyPaths, is a plus.
6. High level of proficiency with end-user computer applications such as Excel and Access.
7. Excellent oral and written communication skills and the ability to interact with management.
8. Ability to work as needed to meet deadlines.
The focus of this job is on producing high quality, detailed work based on established standards, guidelines and procedures. Precise, consistent work output is essential.
Federal Home Loan Bank of Indianapolis - 10 months ago
First Merchants Bank
First Merchants Bank
- 30+ days ago
Federal Home Loan Bank of Indianapolis (the Bank) provides funds to its members. All federally-insured depository institutions, community...