Description
Quantitative Analyst I at Federal Home Loan Bank of Topeka supports the MRA operations group with market risk analysis, model validation, data management, financial instrument valuation, and reporting. The role involves analyzing sensitivities of market risk metrics such as ASC815, market value and duration of equity, VaR, income simulation, market data population, calibration, and prepayment model performance, as well as maintaining documentation and control structures, evaluating new model versions, and partnering with IT on data management arrangements. The position is based in Topeka, Kansas, but allows telecommuting from anywhere in the United States.
