Market Risk Analyst

At the Federal Home Loan Bank of Chicago, employees come first - that’s why we offer a highly competitive compensation and bonus package, and access to a comprehensive benefits program designed to meet the needs of our employees.

* Collaborative, in-office operating model * Retirement program (401k and Pension) * Medical, dental and vision insurance * Lifestyle Spending Account * Competitive PTO plan * 11 paid holidays per year Who we are:

Our mission at FHLBank Chicago: To partner with our members in Illinois and Wisconsin to provide them competitively priced funding, a reasonable return on their investment, and support for their community investment activities.

Simply said, we're a bank for banks and other financial institutions, focused on being a strategic partner for our members and working together to reinvest in our communities, from urban centers to rural areas. Created by Congress in 1932, FHLBank Chicago is one of 11 Federal Home Loan Banks, government sponsored in support of mortgage lending and community investment.

What it’s like to work here

At FHLBank Chicago, we bring people together. We are committed to a high performing, engaged workforce, and to supporting the communities we serve across Illinois and Wisconsin. Our Buddy Program pairs new hires with tenured employees to guide their onboarding. Our professional development and training opportunities through upskilling, mentorship programs, and tuition reimbursement allow employees to grow their career with us. Our collaborative, in-office operating model brings teams together to foster innovation, connection, and shared success. To support balance and flexibility, employees are provided with an allocation of remote days to use as needed throughout the year.

What you’ll do

In this role, the Market Risk Analyst will be responsible for modeling related to market risk, including but not limited to structured interest rate models, prepayment models, and fair value models for...