Senior Market Risk Analyst

We are looking for an experienced Senior Market Risk Analyst open to an opportunity in the Des Moines metro area. Candidates with 2 years of experience will be most successful in this role. Interested in learning or getting involved in other opportunities? Contact us for specifics!

Responsibilities:

• Monitor and maintain daily total balance sheet risk reporting process
• Monitor daily liquidity activities
• Provide in-depth analysis of risk reports for the Market Risk Committee, Enterprise Risk Committee, Asset Liability Committee, and Valuation Subcommittee
• Review daily market loading and Mortgage Partnership Finance (MPF) pricing update reports
• Analyze monthly advance valuation results and income simulation results
• Create monthly risk reports such as Market Value of Equity (MVE), Market Value of Capital Stock (MVCS), Economic Value of Capital Stock (EVCS), and Value at Risk (VaR)

Requirements:

• Master’s Degree in Finance, Financial Engineering, Economics, Mathematics, Statistics, Business, or other quantitative or computing fields
• 2+ years of experience in quantitative analysis in Finance, Economics, Mathematics, Statistics, or other quantitative/computing fields
• Programming experience is preferred

Work Model:

• Hybrid

Interested and qualified candidates can contact Palmer Group at (515) 225-7000 or email afjobs@thepalmergroup.com.

Ref: JOB-40655