Address
Form of workPRIMARY RESPONSIBILITIES
Gather business requirements for Risk implementation in Mortgage Backed Securities space
Integration of vendor platform
Interfacing with project stakeholders on implementing requirements
Ensure completeness of functional requirement implementation
Working with Business and other stakeholders on user acceptance testing
Analysis, document and manage regulatory and compliance requirement implementation
Authorities to approve, recommend, etc. (and to who)
Specific impact or potential consequences of approvals/recommendations (e.g. actual dollar cost/savings; reputational risk, etc.)
Position's scope (supports a department, a function, a business, all of RBC, etc.)
Actual approval amounts, budgets portfolio sizes, revenue streams, etc.
Scope, complexity, risk associated with projects
Required:
BA/MS in Finance and or Computer Science
5+ experience as Business Analyst in Mortgages Backed Securities
Exposure to Mortgage and Prepayment Analytics
Excellent understanding of risks metrics such as duration, convexity, prepayment, volatility, partial vega and duration for Fixed Income Securities Products (MBS)
Experience in writing technical documentation for regulatory purposes
Understanding of regulatory and compliance requirements for Mortgages Backed Securities products
Thorough knowledge of Structured Products such as CMO, CDO, CLO and other derivatives products (ED Futures, Bond Futures)
Must be proficient in Software products such as Visio, Excel, Project, Word
Capable of writing and producing functional requirements for regulatory purposes
Experience with Bloomberg Terminal for securities analysis
Able to collaborate with different business/user groups and technology teams
Strong client facing skills
Self-managed and results-oriented with sense of ownership is required
Excellent written and oral communication skills
Organizational skills needed to handle multiple, parallel assignments
Preferred:
Strong SQL knowledge
Polypaths experience
All your information will be kept confidential according to EEO guidelines.
