Capital Markets Portfolio Manager

Reference #: R365Position SummaryThe 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 FactorsExecute 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 transactionsPerform analysis pertaining to balance sheet management, capital markets trends, and strategic dependently research and assess capital market and economic developments. Communicate findings to Capital Markets colleagues and other Bank prehend 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 ExperienceB.S. in Finance, Economics, or Accounting; MBA or CFA designation preferred, or equivalent experienceSeven years of experience in the financial industry with experience in portfolio management, investment analysis or similar role within capital marketsExperience 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 decisionsUnderstanding 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 marketsStrong analytical and quantitative skills with the ability to interpret complex financial dataExcellent communication and presentation skills with the ability to clearly communicate complex concepts in oral and written formStrong working knowledge of Excel / PowerPoint skillsProficiency with analytical software models and financial platforms i.e. Bloomberg, Polypaths, ExcelAbility to work independently and as part of a team in a fast-paced environmentAbility to manage multiple projects and meet deadlinesStrong problem-solving skills and attention to detailCandidates with a minimum of five years' experience in the financial industry may be considered for an analyst level roleIt 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.

Created: 2025-12-15