Capital Markets Portfolio Manager

Position Summary

The Capital Markets Portfolio Manager will contribute to the management and optimization the Bank's various balance sheet portfolios by monitoring market trends, executing transactions and associated workflows, and ensuring compliance with risk/return objectives. The ideal candidate will have a strong background in finance, excellent analytical skills, and the ability to make informed asset and liability management decisions.

Primary Success Factors

• Execute transactions consistent with the Bank's risk/return appetite and objectives.

• Monitor and analyze market trends, economic indicators, and investment opportunities.

• Execute and assist with workflow associated with debt, derivatives, MBS, AMA, Treasury, repo, and Fed funds transactions

• Perform analysis pertaining to balance sheet management, capital markets trends, and strategic initiatives.

• Independently research and assess capital market and economic developments. Communicate findings to Capital Markets colleagues and other Bank constituents.

• Comprehend the Bank's market risk management practices and related metrics.

• Pro-actively anticipate and respond to market, department, and Bank developments and challenges. Initiates and leads discussions and analysis of key issues. Actively pursues opportunities to help colleagues address challenges and achieve goals.

• Stay updated on industry developments and best practices in capital markets.

• Collaborate across departments such as: Risk Management; Model Validation; Finance; Centralized Operations; and Information Technology to ensure compliance with applicable policies, procedures, and regulations.

Required Experience

• B.S. in Finance, Economics, or Accounting; MBA or CFA designation preferred, or equivalent experience

• Seven years of experience in the financial industry with experience in portfolio management, investment analysis or similar role within capital markets

• Experience with capital markets transaction execution (requires ability to think clearly under pressure)

• Hands-on experience with the models used to evaluate investments and related funding decisions

• Understanding of risk management measurements and tactics.

• Proven experience in fixed income markets with exposure to agency debt, derivatives, agency MBS, Treasury, repo, and Fed funds markets.

• Understanding of asset/liability management with knowledge of regulatory requirements and compliance standards within capital markets

• Strong analytical and quantitative skills with the ability to interpret complex financial data

• Excellent communication and presentation skills with the ability to clearly communicate complex concepts in oral and written form

• Strong working knowledge of Excel / PowerPoint skills

• Proficiency with analytical software models and financial platforms i.e. Bloomberg, Polypaths, Excel

• Ability to work independently and as part of a team in a fast-paced environment

• Ability to manage multiple projects and meet deadlines

• Strong problem-solving skills and attention to detail

Candidates with a minimum of five years' experience in the financial industry may be considered for an analyst level role

It is the policy of the Federal Home Loan Bank of Pittsburgh to ensure equal employment opportunity (EEO) for all employees and applicants for employment without regard to race, religion, color, sex, national origin, age, disability status, genetic information, veteran's status, ancestry, sexual orientation or status as a parent as defined by applicable law. It is the Bank's policy to comply with applicable laws concerning the employment of persons with disabilities, including reasonable accommodation for applicants and employees with disabilities.