Hiring: Market Risk Analyst II Company: Federal Home Loan Bank of Boston Location: Boston, MA Job Posted Time: 2026-09-16 19:41:37 Employment Type: Full-time / Hybrid Target Skills & Keywords : AWS, CFA, Capital Markets, Derivatives, Machine Learning, Microsoft Excel, Python, Risk Management, SQL About the job Experience: •Prefer experience with institutional level Asset Liability Management software such as PolyPaths or QRM and other vendor models including Intex, ADCo Bloomberg etc. •Prefer experience in use of database querying and business intelligence tools such as SQL, PowerBI or AWS QuickSight. Must also be proficient in the use of MS/Excel for financial reporting, analysis, and graphing. •3-5 years prior experience in the Financial Services industry with preferred experience in mortgage modeling, risk modeling, or quantitative modeling. •Demonstrated capacity to review associate efforts for accuracy and reasonability •In-depth knowledge of loans, mortgages, money market instruments, derivatives, debt instruments, security classes including underlying MBS collateral types and deal structures Required Skills: •Responsible for the measurement, reporting and analysis of the Bank’s exposures to interest rates and other factors affecting market value and projected earnings. •This role will have a hybrid work schedule in our Boston office in accordance with the Bank’s Hybrid Work Program. •More time will be expected in the office to support onboarding initially. •Oversee risk analysis model maintenance and updates, including but not limited to: review and updates of underlying assumptions and transactional attributes, application of existing data management routines, and incorporation of current economic and market trends. •Generates representative assessments of the Bank’s risk exposure in its balance sheet, portfolios, counterparties, or specific transactions through modeling the impact of credit, economic, and/or market assumptions and resultant impacts on the Bank’s risk positions •Prepares analytical reports used in financial reporting including, but not limited to market value sensitivity, earnings at risk and liquidity risk. •Create and/or review others’ baseline and stress case results for the Bank’s forecasts of market risk, earnings risk and liquidity risk. •Prepare and/or review ad hoc and/or formalized modeling analysis of transaction level risk exposure including, but not limited to, hedge effectiveness, proforma structured MBS trades, and liability transactions Qualifications: •A four-year degree in finance, accounting, economics, or quantitative discipline required, with preference towards a graduate degree and/or CFA program, and strong quantitative/math skills Compensation: •$76,500 - $117,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!