Lead Analyst, Market Risk
Federal Home Loan Bank of Des Moines
 Des Moines, IA

At FHLB Des Moines, we work each day to develop an inclusive culture that supports and leverages the complexity of a diverse workforce. This enables us to effectively serve the needs of our members and help them succeed.

Federal Home Loan Bank of Des Moines seeks a Lead Analyst, Market Risk. Qualified candidates must have Master's degree or foreign equivalent in financial engineering, finance, economics, mathematics, statistics or related fields. Employer will accept bachelor's degree plus 5 years related experience. Experience to include 3 years in: financial modeling and quantitative analysis in relation to risk management or hedging; analyzing interest rate risk embedded in either a large trading book or bank's balance sheet, including calculating, decomposing and attributing risks in various risk metrics including Duration, Convexity, and Vega; working with at least 3 of the following, attribution, scenario analysis, structured fixed income valuation, or derivative modeling; working with the term structure model including its validation, market calibration, and interest rate risk models; QRM; Bloomberg; VBA; and SQL. Experience to also include 2 years investment and derivative pricing in line with financial accounting principles (FAS 133 and 115 for hedge accounting). Des Moines, IA job.

Send resumes to: Connie Fava, Federal Home Loan Bank of Des Moines, 909 Locust St., Des Moines, IA 50309, or apply online: www.fhlbdm.com.