Market Risk Analyst

CoBank’s mission is to deliver comprehensive, flexible and effective financial solutions to customers throughout rural America. Our products and services include loans, leases, cash management and specialized financial instruments. We also help some of our U.S. agribusiness customers sell their products internationally.

In the Enterprise Risk Management (ERM) team at CoBank, the Market Risk Analyst analyzes and reports on the balance sheet’s interest rate risk, supports the development and continuous improvement of CoBank’s risk management modeling practices and participates in stress testing and other ad-hoc analyses. This role will also assist in researching and implementing best practices in quantitative modeling.

This is an exciting and challenging opportunity to be an integral part of a new team with high visibility and responsibility in the organization. In this job you will perform robust enterprise-wide risk modeling for CoBank’s $100 billion balance sheet, and you will be responsible for accurately modeling a variety of financial instruments and market sectors while working with a range of individuals across the bank and CoBank’s district. We are looking for a self-motivated, highly-driven, inquisitive individual with deep problem solving skills. **How to achieve outstanding performance:** * Proactive, self-driven and creative individual with strong quantitative skill in risk analyses. * Collaborate with a dynamic and evolving team and are enthusiastic about change. * Effectively utilize quantitative models and analyze results. * Collaborate cross-functionally to maximize your ability to deliver tasks. * Thrive in a fast-paced, demanding environment.

**Required Qualifications** * Bachelor’s degree in statistics, math, engineering or finance * 2 to 4 years of asset liability analysis, with solid understanding of risk rate concepts and financial assets valuation principles; or appropriate combination of education and experience * Knowledge of the finance and lending industry, including, but not limited to: financial and risk modeling practices and concepts, financial instruments, and financial markets * Proven experience with, and understanding of: statistical software packages such as SAS, data mining and relational databases, and database queries (Oracle and/or SQL) * Proficiency in Microsoft Office applications, including Excel, PowerPoint and Access * Excellent organizational skills with ability to meet multiple deadlines under tight time constraints * Excellent communication skills. Strong listening and interpersonal skills * Demonstrated problem solving skills * Motivated and able to work independently and in a team environment. * Some travel may be required. **Preferred Qualifications** * Master’s degree in a quantitative discipline strongly preferred * FRM, PRM, and/or CFA certification * Knowledge of financial modeling and econometric theory and methods * Experience with risk modeling tools such as QRM, Bancware or Polypath strongly preferredKnowledge of agriculture industry