Capital Markets Portfolio Trader I

Federal Home Loan Bank of Pittsburgh • Pittsburgh, PA

3d

About The Position

This role supports Capital Market’s daily balance sheet management activities by monitoring fixed-income markets trends and developments, assisting with preparation of ad-hoc analyses, supporting transaction-related workflows, and executing transactions. The ideal candidate will have a strong background in finance, excellent analytical skills, and familiarity with asset and liability management considerations and tactics.

Requirements

• B.S. in Finance, Economics, or Accounting preferred; MBA or CFA a plus
• Five to seven years of experience in the financial industry, which may or may not include direct capital markets experience
• Hands-on experience with the models used to evaluate investments and related funding decisions
• Understanding risk management measurements and tactics.
• Knowledge of fixed income market.
• Familiarity with Agency debt, derivatives, Agency MBS, Treasury, repo, and Fed funds markets.
• Understanding of asset/liability management
• Financial statement analysis and interpretation
• Ability to clearly communicate complex concepts in oral and written form
• Strong Excel / PowerPoint skills
• Familiarity with Bloomberg
• Ability to use analytical software models

Responsibilities

• Provides support with analysis related to managing balance sheets and monitoring capital markets trends
• Analyzes fixed income market trends.
• Communicates findings to Capital Markets colleagues and other Bank constituents.
• Supports the workflows associated with debt, derivatives, MBS, AMA, Treasury, repo, and Fed funds transactions.
• Execute transactions consistent with the Bank’s risk/return appetite and objectives, as needed.
• Comprehends the Bank’s market risk management practices and related metrics.
• Demonstrates proactive foresight in identifying and responding to developments and challenges within the market, department, and Bank.
• Initiates and guides comprehensive discussions and analyses on critical matters.
• Consistently seeks opportunities to assist colleagues in overcoming obstacles and attaining objectives.
• Ensures compliance with applicable policies, procedures, and regulations.
• Supports the Capital Markets team across other areas of the Bank: Risk Management, Model Validation, Finance, Legal, Central Operations and IT

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level