PolyPaths ALM Financial Modeler and Reporting Analyst
- New York, NY, USA New York NY US
- Permanent, Full time
- Analytic Recruiting Inc.
- 20 Jul 18 2018-07-20
NY based Investment Firm with a large RMBS portfolio is looking for an experienced ALM Financial Modeler to work on Projection models, forecasting, budgeting and financial reporting.
- Perform monthly balance sheet and net income projections using PolyPaths Asset Liability Management (ALM) Income Simulation application
- 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
- 5+ 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 superior written and oral communication skills
- Must be able to produce detailed financial analysis, run simulation models, and generate budget and profitability reports in a time sensitive trading room environment
- Must have strong Database and SQL Query experience
- Only candidates who are US Citizens or who have Permanent Resident status will be considered.
Keywords: Asset Liability Management, PolyPaths, Financial Analyst, Simulation, Forecasting, Budgeting, Profit Analysis, Data Analyst, SQL
Please refer to Job 23133 - and send MS Word attached resume to Jim Geiger, email@example.com