Capital Markets Analyst, Sr. Associate

Job Description:

Responsible for capital markets related analysis, management reporting, execution support, and implementation of financial management strategies. Responsible for monitoring daily activity and managing internal processes and applications that support capital markets activities.

Major Accountabilities:

• Gather, analyze, and report capital markets activities, market data trends and correlations, and financial data; Develop recommendations to management.
• Supports capital market processes related to market data, includes monitoring daily market data snapshots and supporting system enhancements and user acceptance testing.
• Support hedging activities, including analytical, operational and system processing.
• Independently monitors interest rate profile and recommend activities to align with the financial management guidelines and invested capital strategy.
• Responsible for option exercise process by analyzing and entering option exercise decisions, processing hedge terminations, and pricing non-standard member activity.
• Creates analytic and management reports for committees and working groups; Presents information accurately and succinctly. Assist with administrative tasks when needed.
• Supports quarterly financial statement preparation by providing supporting data and insights.
• Perform data analysis by querying internal and external data sources to identify opportunities, assess risk, and measure performance of existing and potential new financial strategies.
• Identifies new functionality and makes enhancements to internally developed applications and models. Independently develops code changes to internally developed applications and models; includes testing and documenting code changes.
• Produce programming solutions to increase automation and streamline business processes.

Skills/Knowledge:

• Bachelor's degree in finance, economics, financial engineering, mathematics, statistics, or related field required; Master's degree preferred; CFA charter holder preferred.
• 5-years of experience in a bank, credit union, or corporate treasury group or 2-3 years of experience in a capital markets role.
• Experience in the use of spreadsheet and database software.
• Ability to code in multiple programming languages (e.g., VBA, R, Python, SQL) and demonstrated familiarity with statistical and graphics software.
• Working knowledge of the debt capital markets, derivatives and fixed income instrument.
• Ability to use established internal/vendor models related to pricing, cost of funds, and valuations.
• Strong verbal and written communication skills; including the ability to connect with others and seek out different perspectives.
• Reliable and able to meet commitments and deadlines.
• Strong technical, analytical, and problem-solving skills.
• Ability to collaborate with team members to achieve objectives.
• Highly motivated and results driven with the ability to prioritize deliverables.
• Ability to multi-task and prioritize in a fast-moving environment. Ability to analyze problems and organize findings.

SALARY RANGE: $90K - $105K

The Federal Home Loan Bank of San Francisco is committed to the principles of equal opportunity in employment (e.g., employees, applicants) and in contracting (e.g., suppliers, vendors) regardless of race, color, religion, sex, national origin, disability status, genetic information, age, sexual orientation, gender identity, status as a parent, or any other characteristic protected by law. We are committed to cultivating a workplace free of unlawful discrimination, harassment, and retaliation, and are dedicated to fostering vibrant communities by serving as a reliable source of liquidity and resources for affordable housing and economic development.

Salary ranges reflect the base salary that the Bank reasonably expects to pay for a given role and is not inclusive of annual incentive award opportunities, retirement benefits or the value of other health and welfare or other ancillary benefits. We consider many factors when determining base salaries such as individual background and experience, the competitive environment, education, particular skill set(s), and industry and institutional knowledge.

The Bank is committed to offering all team members challenging and engaging work with market competitive pay, retirement, and benefit offerings. In support of this commitment, the Bank routinely engages in market competitive benchmarking surveys and analysis to ensure our team members continue to be paid fairly and competitively.