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Mortgage Capital Markets Risk Analyst
Truist Financial
Richmond, VA
Full time
BankingFinanceBusiness
Posted 683 day(s) ago


  • Responsible for supporting the development of the Quantitative Risk Management - Mortgage Banking (QRM-MB) framework. Responsible for reporting and analytics surrounding QRM outputs as well as performance of various facets of the mortgage department.

  • Manage the daily operation of the QRM-MB framework

  • Provide model risk analysis, documentation, and justification

  • Analyze, prepare, and import various inputs into QRM for best execution analysis

  • Provide ad hoc testing of scenarios in testing environments for implementation in a production environment

  • Determine and recommend the most appropriate response to identified complex problems, issues, and/or defects by assessing impact and prioritization

  • Support the day-to-day needs by providing data analysis, project deliverables, risk management and operational needs to achieve strategic objectives

  • Provide scheduled and ad hoc reporting and analytics for various mortgage departments.

  • Enhance daily processes through automation.

Requirements

  • Must have a Bachelor’s degree in Quantitative Finance, Mathematics, or related quantitative degree plus 2 years of experience in risk analysis or risk management positions.

  • In the alternative, employer will accept a Master’s degree in Quantitative Finance, Mathematics, or related quantitative.

  • Work or educational background must have included:

  • Performing risk analysis and/or risk management to achieve strategic objectives.

  • Use of Excel, VBA, and SQL including the design and build of SQL-derived reports, complex queries, and stored procedures

  • Using Quantitative Risk Management (ORM) system

  • Applying knowledge of Option Model and Pricing

  • MBS Prepayments and cashflows

  • Applying Knowledge and use of Bloomberg Terminal

  • Monte Carlos simulation and interest rate risk analysis

  • Loan pricing model and valuation procedures

  • Utilizing the following: C#, MATLAB, Python, Tableau

  • Position may be eligible to work remotely but is based out of and reports to Truist offices in Richmond, VA. Must be available to travel to Richmond, VA regularly for meetings and reviews with manager and team within 24-hours’ notice.


How to Apply