Capital Markets Analyst

Compensation Grade:

OUR VISION FOR DIVERSITY AND INCLUSION:

FHLBank Atlanta contributes to our members' success through a diverse, inclusive, and engaged culture that enables all individuals to work together to fulfill our purpose.

BASIC PURPOSE:

ESSENTIAL FUNCTIONS:

• Develops risk analyses and performance metrics to support investment, liquidity, funding, capital management, and macro hedging strategies.
• Recommends to management balance sheet positioning strategies that are consistent with the Bank's strategic direction, risk appetite, and profitability goals.
• Evaluates GAAP accounting impact of proposed strategies to ensure the Bank's ability to pay a consistent dividend
• Analyzes the Bank's income forecasts in a wide variety of interest rate environments including the sensitivity analysis of key drivers of the Bank's income forecasts and the various strategies on the Bank's income to determine the causes of income variation from forecast and the effect of assumption changes on future income.

Valuation and Model Ownership

• Acts as a liaison between Treasury and Enterprise Risk Management to support the model validation process with internal and external validators and ensure compliance with the Model Validation Policy for all models used by Treasury.
• Develops analysis to document changes to quantitative models in accordance to the Bank's Enterprise Model Risk Management governance standards
• Provides financial modeling expertise, support, and training to other areas of the Bank.

Reporting and Analysis

• Creates and distributes dashboards, reports and data sets that provide insight into the existing structure and potential evolution of the Bank's balance sheet with particular focus on generating income while managing liquidity, funding, and interest rate risk.
• Manages all tools, codes, and supporting artifacts developed according to the Bank's end user computing and scripting language governance policies and related standards.

• Creates presentations and other materials for use in meetings with the board of directors, the Executive Management Committee, the Asset/Liability Committee, and other constituent groups.
• Supports the production of monthly interest rate risk analysis reports and balance sheet reconciliation for the Asset/Liability Committee, the Federal Housing Finance Agency, and compliance requirements.
• Assists in monitoring metrics to ensure the Bank is in compliance with the Financial Management Policy.

KNOWLEDGE, SKILLS, ABILITIES:

• Knowledge of capital markets and experience in financial modeling is preferred.
• Advanced skills in the use of the Python, SQL, APIs, Power BI, and Yield Book or other quantitative modeling software.
• Must have excellent programming skills.
• Excellent oral and written communication skills.

A master's degree in finance, mathematics, engineering and a minimum two years of related experience, in programming, portfolio analysis and financial modeling techniques, or the equivalent combination of education and experience.

WORK LOCATION: Onsite with an opportunity to work remote partially. This position may not be filled in California, either in-person or remotely.

We are an equal opportunity employer committed to diversity, equity, and inclusion in the workplace.