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Capital Markets Business Systems Analyst

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Citizens Financial Group

2021-12-03 08:59:59

Job location Glen Allen, Virginia, United States

Job type: fulltime

Job industry: Consulting & Corporate Strategy

Job description

Description

Responsible for the management of Capital Markets risk systems and profit and loss attribution to include all pipeline and warehouse valuation, risk limits, assumption and processes associated with residential mortgages

  • Collaborate with hedging, pricing and pooling teams to provide analytics to improve transparency and accuracy of all pipeline management reporting
  • Perform a myriad of functions which require strong expertise in quantitative analysis to benchmark and forecast analysis to support origination pipeline management and mortgage servicing right valuation. Will support manager in hedging and trading activities; in-depth analysis to formulate policy and validate information to maximize best execution opportunities including working with pricing and pooling components as directed.
  • Partner with Market Risk and Model Validation to improve documentation and performance metrics as it pertains to models, assumptions and exposure limits
  • Coordinate with risk partners to maintain appropriate controls and testing processes and to coordinate with internal and external partners on all reviews and audits
  • Work with business team on new opportunities and approaches to leverage existing model functionality for improved performance
  • Work closely with Business channels and Product Development on new initiatives and product opportunities
Qualifications

Experience

5-10 years of residential lending Capital Markets experience with direct experience of risk management systems preferably QRM.

Education

Undergraduate degree required, with MBA or CFA preferred

Hours per Week: 40

Work schedule M-F 8-5

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