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.