[Hiring] AVP, Interest Rate Risk Analytics @New American Funding

Role Description

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.

• 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%)

Qualifications

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

Requirements

• Undergraduate degree in Mathematics/Finance/Economics or other related fields
• Minimum 3 years’ experience
• Must be able to verify identity and employment eligibility to work in the U.S.

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 and Hearing

• VISION: See in the normal visual range with or without correction.
• HEARING: Hear in the normal audio range with or without correction.