Junior MBS Risk Reporting and Analytics Modeler Polypaths Junior MBS Risk Reporting and Analytics Modeler  …

Analytic Recruiting Inc.
in New York, NY, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
Analytic Recruiting Inc.
in New York, NY, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
NY based Fixed Income Firm with a large RMBS portfolio is looking for a Financial Risk Modeler to work on improving and automating the firms risk management models, risk reporting and fixed income analytics infrastructure.

Responsibilities:

  • Develop and enhance risk management models
  • Build and improve risk models such as: VaR, stress testing, Scenario analysis, risk analytics, collateral risk and income simulation.
  • Run simulations that will incorporate all aspects of the MBS portfolio: accounting, products, funding, hedging, balance sheet targets, cash management and risk targets
  • Oversee and run the firms analytical and financial reports
  • Work on monthly reporting: Transactional Data; Profitability Analysis;  Budget Variance Analysis
  • Contribute to the firms strategic and annual business plans
  • Work on improving financial analysis processes and methodologies

 

Requirements:

  • 2+ years of hands on MBS portfolio analysis experience using ALM projection models [PolyPaths preferred] for forecasting, budgeting, profit analysis and financial reporting
  • Advanced Quantitative degree in Math, Financial Engineering, Statistics
  • Must have current and strong financial modeling skills [PolyPaths preferred]
  • Must have current programming skills with Python, and SQL.
  • Must have superior written and oral communication skills
  • Must have strong Database and SQL Query experience
  • Only candidates who are US Citizens or who have Permanent Resident status will be considered.

 

Keywords: Market Risk, PolyPaths, MBS, ALM, Automation, Simulation, Forecasting, Budgeting, Profit Analysis

Data Analyst, SQL, Analytics

 

Please refer to Job 23133 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

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