AVP, Interest Rate Risk Analytics

Overview

Position: AVP, Interest Rate Risk Analytics

Compensation: $120K–$145K/yr (d.o.e.) plus bonus

Location: Remote; hybrid for candidates located within 30 miles of Santa Ana, CA or Austin, TX, with a requirement to work 4 days on-site

Time Zone Requirement: Will need to work PST hours

Position Summary

Capital Markets is seeking a candidate for an Interest Rate Risk Analytics role supporting hedge model reporting. Reporting to the Senior Vice President, Interest Rate Risk Management, this position is responsible for data entry and researching/resolving data issues to support accurate hedge model reporting. The role also owns and improves routine processes and contributes to project-based tasks.

Responsibilities

• Compile daily hedge activity information including 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%)
• Perform various ad hoc projects (10%)

Requirements

Technical Skills

• Strong analytical and problem-solving skills
• Proficient in Excel, including pivot tables and advanced Excel formulas for data manipulation
• Working knowledge of SQL/VBA
• Knowledge of the QRM Mortgage Banking Framework is desirable

Personal Attributes

• Motivated
• Excellent communication skills
• Detail oriented
• Takes ownership
• Asks questions
• Eager to learn
• Team oriented

Education & Experience

• Undergraduate degree in Mathematics/Finance/Economics or other related fields
• Minimum 3 years’ experience

Work Authorization

• Must be able to verify identity and employment eligibility to work in the U.S.

Compensation & Benefits

• $120K–$145K/yr (d.o.e.) plus bonus

Location & Physical Demands

Physical Demands

• Must be able to lift up to ten pounds
• Primary functions require sufficient physical ability and mobility to work in an office setting; to stand or sit for prolonged periods of time; to occasionally stoop, bend, kneel, crouch, reach, and twist; to lift, carry, push, and/or pull light to moderate amounts of weight; to operate office equipment requiring repetitive hand movement and fine coordination including use of a keyboard; and to verbally communicate to exchange information
• Vision: See in the normal visual range with or without correction
• Hearing: Hear in the normal audio range with or without correction

Other Duties

This job profile is not intended to be an all-inclusive list of job duties and responsibilities; additional related duties may be assigned to meet organizational needs.