Analyst I, Capital Markets Analytics

Position Summary

The Capital Markets Analyst will be responsible for helping to support the Bank’s mission of liquidity on demand through advance rate setting, analysis, and reporting. Analytical and problem-solving skills are key to ensuring reporting responsibilities are completed effectively. Communication skills will help to ensure analysis and reports are clearly presented. This role also provides the opportunity to gain knowledge on Capital Markets through job shadowing and cross training.

Primary Success Factors

• Produces reports to support the Capital Markets strategic decision-making process. These include routine daily, weekly and monthly reporting on the Bank’s liquidity, funding, hedging and investment portfolios

• Supports the creation of presentations used in presentations to the Board and Bank committees, and strategic management discussions

• Performs testing for system enhancements and upgrades, as appropriate

• Executes the advance rate setting processes timely and accurately

• Shadows funding and hedging activities to develop departmental awareness and knowledge

• Performs routine analysis of capital market conditions, industry trends and regulatory developments

• Maintains contact and develops effective relationships with the Centralized Operational Resources, Risk Management, Members Services and Finance departments to ensure the free flow of important information among the various departments. Utilize these relationships to develop an understanding of balance sheet risk management, member products and financial reporting

• Ensures compliance with applicable policies, procedures and regulations to ensure safe and sound business operations

Required Experience

• Bachelor’s degree in business, economics, mathematics, accounting or equivalent experience.

• Strong analytical, conceptual and analytic skills.

• 2 years of experience in capital markets, risk management, finance or equivalent. 1 year of experience may be substituted for 1 year of education up to 4-year degree.

• Basic understanding of fixed income concepts and economic factors that influence capital markets.  Familiarity with derivatives and financial modeling is a plus

• Basic understanding of bank balance sheets and interrelationships among components of bank balance sheets, risk management, and risk management techniques

• Experience utilizing Microsoft Excel and PowerPoint  

*Candidates with three or more years of experience in capital markets, risk management, finance or equivalent may be considered for a higher level role.

It is the policy of the Federal Home Loan Bank of Pittsburgh to ensure equal employment opportunity (EEO) for all employees and applicants for employment without regard to race, religion, color, sex, national origin, age, disability status, genetic information, veteran's status, ancestry, sexual orientation or status as a parent as defined by applicable law. It is the Bank's policy to comply with applicable laws concerning the employment of persons with disabilities, including reasonable accommodation for applicants and employees with disabilities.