Senior Capital Markets and Liquidity Portfolio Analyst (onsite/hybrid)

Senior Capital Markets and Liquidity Portfolio Analyst (onsite/hybrid)

Position Overview

The Analyst/Senior Analyst is a key member of the Capital Markets team, contributing to and enhancing AgriBank's capabilities in portfolio management, investment/credit/market analysis, reporting, performance attribution and data management. This role will support the investment and derivatives portfolio for managing liquidity, risk, and performance.

The primary focus will be on analysis and reporting of investment and derivative positions for AgriBank's $27 billion investment portfolio, which includes MBS, CMO, ABS, money market and Treasury securities. A significant portion of this role includes contributing to the development, automation, and enhancement of middle office reporting and process improvement initiatives as well as various ad-hoc projects. This position has the opportunity for growth and increasing responsibility over time. As a key member of the Capital Markets team, you will be part of AgriBank's mission to support the people who feed the world.

Job Functions

Portfolio Liquidity, Risk, and Performance Reporting

• Develops tools and analytics in support of trading, risk management, reporting, and middle office functions
• Supports AgriBank's monthly, quarterly, and annual reporting on investments, derivatives, and liquidity
• Analyzes structured finance portfolio's risk and performance to understand factors, drivers, and impacts; enhances performance attribution tools and recommends solutions to improve risk-adjusted returns
• Contributes to market research and identifies trends in interest rates, global macro-economic conditions, monetary and fiscal policies, and other emerging issues
• Supports development and execution of Asset Liability Management strategies and annual financial business plans
• Supports analysis and preparation for the contingency funding plan and Farm Credit Services Insurance Corp liquidity line
• Supports counterparty credit risk monitoring and reporting and enhancing credit risk measurement frameworks

Investment Portfolio and Liquidity Management

• Executes trades after thorough market research and relative value analysis in accordance with regulations, limits, policies, strategies, performance targets, and desk guidelines
• Manages structured finance portfolio under guidance of Treasury Management
• Analyzes and executes interest rate and commodity derivative transactions and maintains derivative models; contributes to validation of models owned
• Maintains strong working relationships with brokers, dealers, and other counterparties

Education and Experience

• Bachelor's degree in a related quantitative field (e.g. finance, economics, engineering, etc.) or an equivalent combination of education and relevant experience to succeed in the role
• CFA certification or Master's degree preferred

Knowledge

• Hands-on experience with development of automation and process enhancements
• Advanced knowledge of fixed income, MBS, and derivative markets
• Advanced knowledge of financial markets and macroeconomic assessment
• Basic knowledge of cash & securities settlement operations and systems

Skills

• Sound analytical and quantitative skills and the ability to synthesize results into meaningful outcomes for key stakeholders
  
  
  
  • Advanced proficiency in Microsoft Office Suite (Power BI, VBA, Excel, etc.)
  • Advanced proficiency with Bloomberg Professional
  • Intermediate proficiency programming (including coding and debugging) with one or more technical tools such as Python, R, C/C++, Matlab, etc.
  • Intermediate proficiency with structured query language (SQL) and relational databases
  
  
  
  
• Market Knowledge: Strong knowledge of fixed income financial instruments, markets, and interest rate derivatives
• Teamwork: Collaborative and adept at facilitating an open exchange of ideas and building strong relationships; contributes ideas, opinions, and skills toward the achievement of a common goal
• Communication: Excellent interpersonal and communication skills, with proven capability to contribute to strategies and reporting enhancements
• Organization & Time Management: Maintains an organized approach to managing daily activities; ability to simultaneously juggle multiple demands to achieve optimal efficiency and productivity while ensuring business deadlines and requirements are met

Physical Requirements

• Prolonged periods sitting at a desk and working on a computer
• Must be able to lift up to 15 pounds at times

The AgriBank Advantage

You are the key differentiator in the marketplace and ultimately the most important factor in helping us fulfill our mission to support those who feed the world. We are committed to providing you with a competitive compensation and benefits package - your total rewards for making significant contributions to our business and making a difference on behalf of those we serve.

The typical base range for this role is between $85,000 - $131,000. Compensation may vary based on individual job-related knowledge, skills, expertise, and experience. The position is eligible for a discretionary annual incentive program driven by organization and individual performance.

Benefits

AgriBank benefits provide safety, security, and peace of mind for you and your family. Through comprehensive Total Rewards, access to financial tools and support, and personal services, our benefits demonstrate that employees' health and financial well-being are of primary importance. Wherever you are on life's continuum or what life transition you experience, our benefits support your health care needs and guide you along the path to retirement.

Collaboration and Staying Connected

• Beautiful office overlooking many of St. Paul's landmarks, with exceptional space to collaborate with your colleagues and friends
• Monthly employee activities to keep groups connected and have fun!
• Annual Employee Appreciation activities
• Multiple recognition programs to celebrate each other's success

Work and Life

• Paid time off
• Company holidays
• Floating holidays
• Sick time
• Right Work/Right Place hybrid work program
• Dress for Your Day flexible wardrobe policy
• Generous company match on employee donations

Growth and Development

• Employee and leader career development toolkits
• Tuition reimbursement
• Internal and external resources and opportunities to grow personally and professionally

Health, Wellness and Investment/Retirement

• Health care plan alternatives to fit your lifestyle, including:




• Health Savings Account (HSA) and Flexible Spending Account (FSA)
• Dental
• Vision
• Wellness reimbursement




• Investment and retirement planning




• Saving today for tomorrow is one of the smartest moves you can make. That's why AgriBank offers you a generous, competitive and flexible 401(k) plan for your financial well-being:




• Fixed Employer Contribution = 3 percent
• PLUS, Employer Matching Contribution = $1 for $1 match (vested fully after 4 years) on the first 6 percent of eligible compensation you save






• Life and disability insurance plans for eligible team members and their families
• Free exercise facility onsite for all employees
• Parking and transportation discounts
• Generous employee referral incentive

Join the dedicated professionals at AgriBank and put your skills to work ensuring farmers and rural communities have the innovative financial solutions they need to feed our neighbors and the world.

AgriBank will not sponsor a work visa (e.g., H1B, etc.) to fill this position.

Applicants requiring a reasonable accommodation for any part of the application process may contact us through the following methods: Phone: 651-282-8579 or Mail: AgriBank, Attn: Talent Recruiting, 30 E 7th Street, Suite 1600, St. Paul, MN 55101.

In compliance with federal law, all persons hired will be required to verify identity and eligibility to work in the United States and to complete the required employment eligibility verification form upon hire.

AgriBank FCB is an Equal Opportunity Employer (M/W/D/V) dedicated to diversity in the workplace and offers a great work environment. All qualified applicants will receive consideration for employment without regard to race, color, gender, age, religion, national origin, handicapped status, veteran status, public assistance status or other condition or status prohibited by law.