Analyst

Key Responsibilities:

Securities Portfolio Analysis

• Evaluate the firm’s investment securities portfolio across various asset classes including Treasuries, Agencies, MBS, ABS, structured credit, and CLOs.
• Analyze trends in duration, yield, book value, fair value, and mark-to-market performance.
• Conduct peer analysis against comparable financial institutions to benchmark portfolio composition, performance, and trends.

Reporting & Insights

• Prepare periodic reporting packages for senior leadership, risk committees, and treasury groups, covering portfolio summaries, MTM analysis, and duration/valuation movements.
• Assist with regulatory and internal reporting requirements in coordination with Treasury, Controllers, and Risk teams.
• Contribute to the review and submission of securities reporting processes.

Market & Economic Research

• Monitor macroeconomic data, interest rate movements, and credit market developments.
• Assess the impact of rate curves, credit spreads, and liquidity conditions on portfolio risk and performance.

Valuation & Risk Monitoring

• Support valuation analysis for Available-for-Sale (AFS) and Held-to-Maturity (HTM) portfolios and contribute to stress testing exercises.
• Track key risk metrics such as duration, convexity, unrealized gains/losses, and sensitivity to rate changes.

Cross-Functional Collaboration

• Collaborate with Treasury, Risk, Finance, Controllers, and Front-Office partners to align portfolio analytics with financial plans and strategic objectives.
• Provide support for ad-hoc analysis requests from internal stakeholders, including trading desks and senior leadership.

Process Enhancement

• Identify opportunities for automation and streamlining of reporting and analytics workflows.

Qualifications:

• Bachelor’s or Post Graduate Degree in Finance, Business, or Accounting.
• 4+ years of experience in a financial services background. Fixed Income Securities Reporting & Analysis experience is preferred.
• Knowledge of global regulatory requirements and prior experience with Regulatory reporting is preferred.
• CFA/FRM certifications are preferred.
• Advanced proficiency in Excel, PowerPoint, and Access. Power BI knowledge is preferred.
• Strong analytical and problem-solving skills for evaluating financial results.
• Excellent communication, presentation, and interpersonal skills.
• Ability to manage multiple priorities, work independently with attention to detail, and meet deadlines in a demanding environment.
• Detail-oriented, well-organized, innovative, self-starter, and a team player with a high level of initiative.