Job Information
Federal Home Loan Bank of Pittsburgh Senior Quantitative Analyst in Pittsburgh, Pennsylvania
Federal Home Loan Bank of Pittsburgh (Pittsburgh, PA) to be responsible for overseeing the development and maintenance of internal analytical tools; ensuring models align with business goals, employ sound methodologies, justified assumptions, produce reasonable results through quantitative analysis; collaborating with other Bank departments to identify model risks and enhance performance; identifying and measuring model risk; ensuring all aspects of model management follow best practices and quality standards; adhering to Bank policies, procedures, and regulatory requirements; engaging closely with regulatory authorities and interpreting their guidelines accurately. Must hold a Master's degree in Financial Mathematics or a directly related field. Must know (through academic training or work experience) SQL Query; data wrangling, web crawler, XML parsing, Bloomberg API, Refinitiv API, Bloomberg Terminal; R programming; VBA programming; PolyPaths and Principia; data analysis and visualization; time series analysis; and machine learning. May work from home within same MSA 2 days per week. If interested, please send cover letter and resume with salary requirements and references to: Human Resources Department, FHLBank Pittsburgh, 301 Grant Street, Pittsburgh, PA 15219-4455.