Director of Quantitative Analysis

  • FHLBank Topeka
  • Topeka, KS, USA
  • Mar 15, 2019

Job Description

FHLBank Topeka’s products, services and programs help our member financial institutions provide affordable credit and support housing and community development efforts.

We are accepting resumes for the position listed below.

Director of Quantitative Analysis

The individual in this position directs the quantitative analysis function of the Market Risk Analysis (MRA) department which includes:

  • Directing the quantitative support activities of all related mra operational processes for generating valuations for financial reporting and market risk metrics for asset-liability management,
  • Coordinating the technical aspects of all related mra operational processes throughout the independent financial model reviews,
  • Coordinating the technical aspects of critical financial model version upgrade testing and implementation life cycle supporting production processes, and
  • Coordinating the implementation of quantitative activities to support the efficient and effective functioning of operational processes, including data management activities.

A primary contributor to the accurate quantification and measurement of the FHLBank's market risk profile for use in monitoring the FHLBank’s market risk profile in relation to the established risk appetite and applicable risk appetite metrics and in managing the FHLBank's market risk profile within established parameters/limits.

Qualifications:

  • Bachelor’s degree is required. Advanced degree in finance, mathematics, computer science, or economics with Ph.D. strongly preferred.
  • Eight to 10 years’ experience in financial markets and market risk modeling.
  • Advanced knowledge of financial markets including interest rate derivatives.
  • Advanced mathematical modeling proficiency.
  • Advanced ability to apply database and spreadsheet applications.
  • Intermediate to advanced ability to independently compose algorithms in compliable form.
  • Advanced knowledge of financial modeling techniques and products, including theoretical constructs and the associated relational terms and applications.
  • Demonstrated written and oral communication skills.
  • Must be able to work and travel independently.

In addition to a rewarding, team-oriented work environment, FHLBank Topeka offers opportunities for growth and development, an attractive benefit package including health and dental insurance, 401(k), short-term incentive plan, student loan repayment assistance and much more.

Equal Opportunity Employer


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