Credit Risk Analyst

Federal Home Loan Bank of Pittsburgh (Pittsburgh, PA) to be responsible for conducting quarterly financial and risk analysis for Top 20 and Watchlist depository members and annual credit reviews for bank counterparties and vendors; analyzing key financial ratios, peer comparisons, and trends using regulatory reports, credit ratings, and market disclosures; reviewing member exam reports and regulatory actions; performing User Acceptance Testing and quarterly proofing to ensure system accuracy; performing benchmarking and back-testing to validate scorecard effectiveness, using programming languages such as Python or SQL to streamline quantitative analysis and enhance model precision; designing and developing interactive dashboards and visualizations using Tableau to present key credit risk insights to Bank committees; independently completing special projects, including researching market, economic, and credit concerns, synthesizing data, summarizing key take-aways, and developing presentations for Bank committees. Must hold a Master's degree in Accounting or Finance. Must have two (2) years prior work experience in the position offered or related maintaining concentration segment, credit monitoring and risk tolerance reports in Tableau and related datasets in Microsoft SQL Server and data flow in Visual Studio to support Key Risk indictor reporting; utilizing GitHub repositories to manage code updates and maintaining data project documentation; reviewing concentration and credit reports and summarizing findings for quarterly monitoring, providing sub-limit risk tolerance breach and geography concentration slides; conducting analysis of the CRE office market to identify potential risks, collaborating with economic analysis teams to gather and synthesize macroeconomic data; improving counterparty risk management report by building staging data table in Microsoft SQL Service, and creating interactive Tableau dashboard to summary the historical trend for large relationships. If interested, please send cover letter and resume with salary requirements and references to: Human Resources Department, FHLBank Pittsburgh, 301 Grant Street, Pittsburgh, PA 15219-4455.

Created: 2026-04-04