Market Risk Intern at Federal Home… · Pittsburgh

Summary: Federal Home Loan Bank of Pittsburgh offers 12-week paid internships to help students gain hands-on work experience in the banking industry. The Market Risk Intern will assist with asset-liability management, data reconciliation, reporting and visualization, SharePoint development, and code management. Responsibilities: - Assist with a variety of ALM activities such as preparing and validating key modeling inputs and assumptions, supporting earnings and pricing/valuation processes, performing backtesting and analysis, and contributing to financial reporting and presentation materials for risk oversight - Compare and reconcile trade details, financial data, risk metrics and other key figures across multiple systems and reporting platforms to ensure accuracy and consistency - Create sample dashboards for daily and monthly market risk reports; help convert reporting outputs into clear, presentation-ready formats - Support migration and design of the Market Risk home page to improve usability and content organization - Organize code repositories for analytics and automation scripts to streamline development and version control Required Qualifications: - Students must be enrolled in an accredited four-year institution and have completed at least their sophomore year with a minimum GPA of 3.0 - Students must be pursuing a relevant field of study (Finance, Economics, Data Analytics or related) and have the ability to work, at a minimum, May/June through August of the internship year - Strong analytical and problem-solving skills - Advanced proficiency in Excel, including pivot tables, complex formulas, and data analysis tools; experience with Python or automation is a plus - Detail-oriented and able to work independently - Interest in financial markets and programming (Python, SAS) Required Skills: Data Analytics, Excel, Python Important Skills: Financial Markets Nice-to-Have Skills: Analytical Skills, SharePoint Development, Code Management, Problem-Solving, Detail-Oriented, Independent Work