AVP, Capital Markets

United Statesmid

OtherCapital Markets

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Quick Summary

Key Responsibilities

TBA/Cash Trades, MBS Pools, Allocations, Settlements, GN Repools, pricing for various products and instruments, Spec payups,

Technical Tools

OtherCapital Markets

What We Offer

~1 min read

Capital Markets is actively seeking a candidate for a Hedge Analyst position. Candidate will report to Senior Vice President Interest Rate Risk Management and will support various other team members. The analyst shall be responsible for data entry and researching/resolving data issues to ensure accurate reporting by the hedge model. This candidate will also take ownership of and improve routine processes and will be involved with project-based tasks.

Responsibilities

~1 min read

→Compile daily hedge activity information: TBA/Cash Trades, MBS Pools, Allocations, Settlements, GN Repools, pricing for various products and instruments, Spec payups, and forward Commitments (5%)
→Import hedge activities into the QRM Framework (60%)
→Confirm daily hedge activity balances with head trader (5%)
→Research and resolve pipeline related data issues (5%)
→Compile daily Capital Markets Reports (5%)
→Validate assumptions in QRM (10%)
→Various ad hoc projects (10%)

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Requirements

~1 min read

Must have strong analytical and problem-solving skills
Must be proficient in Excel, including pivot tables and advanced excel formulas for data manipulation
Must have working knowledge of SQL/VBA
Knowledge of the QRM Mortgage Banking Framework is desirable