Risk and Liquidity Analyst

St. Paul, MN
Full Time
Treasury - Capital Markets and Liquidity
Mid Level

Position Purpose
As a key member of Treasury’s Capital Markets and Liquidity team, you will be a part of AgriBank’s mission to support the people who feed the world. The Risk & Liquidity Analyst supports credit risk and liquidity strategy function for AgriBank.  This role manages and performs the measurement processes to ensure proper metrics on liquidity and credit risk are reported, including data quality, process governance, compliance and control documentation, process improvement and reporting activities. Additionally, the position contributes to ad-hoc capital markets and treasury projects.

Duties include, but are not limited to:

  • Completes liquidity assessment framework evaluations, updates and reporting
  • Prepares monthly valuations for derivative positions and periodic vendor price challenges for investments
  • Supports compliance and controls via review and updates to procedures, flow charts, and data quality
  • Supports various processes and projects, including gathering data and information as requested to support Capital Markets/Liquidity and Treasury objectives
  • Supports counterparty risk team as a back-up for derivative hedge effectiveness testing and reporting
  • Enhances, and maintains underwriting guidelines, related credit frameworks and monitoring tools for investment securities
  • Participates in analysis of corporate credit exposures including commercial paper and corporate note
  • Active involvement in Counterparty Risk Committee activities such as presenting certain sections, taking meeting notes, and preparing presentations
  • Participates and presents to Market Risk Committee (MRC), Asset Liability Committee (ALCO)  and Counterparty Risk Committee (CRC) as requested
  • Ensures compliance with all applicable investment risk limits including regulations, Board Policy, ALCO guidelines and Counterparty Risk Committee guidelines
  • Prepares quality and timely compliance and management reports for AgriBank’s investment and derivatives portfolios to maintain a sound control environment
  • Develops custom supplementary risk reports as requested by regulators, the Treasurer or other constituents
  • Prepares and presents compliance and management reports for Bank risk committees, providing clear communication of derivative counterparty risk positions

Education and Experience

  • Bachelor’s degree in finance, statistics, mathematics, economics, engineering, or related quantitative field
  • 2 - 5 years of related experience, including some exposure to fixed income / structured credit instruments and derivatives
  • Or an equivalent combination of education and experience sufficient to perform the essential functions of the job

Knowledge and Skills

  • Basic understanding of money market instruments, structured assets (RMBS, CMBS and ABS), corporate securities and interest rate derivatives
  • Intermediate knowledge of financial, economic and statistical concepts
  • Intermediate knowledge of financial markets and macroeconomic assessment
  • Intermediate knowledge of banking industry liquidity and asset/liability management practices
  • Intermediate knowledge and experience with bank and treasury functions, financial statement analysis, debt and investment products, internal financial controls for treasury operations and principles of corporate accounting are all preferred
  • Intermediate knowledge of, and skill in using, Bloomberg (with API) and other security analytical tools. VBA, SQL and some programming experience is a plus
  • Intermediate proficiency in Microsoft Office Suite

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: 651-282-8647 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, religion, sex, national origin, disability, or protected veteran status.


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