PolyPaths ALM Financial Modeler and Reporting Analyst

  • Competitive
  • 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.

Responsibilities:

  • 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

Requirements:

  • 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, jeg@analyticrecruiting.com