Sr. Analyst Secondary Markets AMF
About the position
The Senior Analyst, Secondary Markets AMF at ARCH US MI Services, Inc. is responsible for implementing and enhancing secondary marketing pricing, trading, and hedging tools. This role involves developing pricing models, producing daily reports, and collaborating with various departments to assess market impacts, ultimately facilitating effective portfolio management and trading strategies.
Responsibilities
• Implement existing secondary marketing pricing, trading, and hedging tools.
• Contribute to the development of additional instruments for pricing loan products.
• Apply fixed income and portfolio risk management philosophies to enhance trading strategies.
• Produce daily rate sheets for AMF non-agency mortgage products.
• Generate daily position reports for loans, retained securities, hedge positions, and market surveillance.
• Assist with reporting on AMF pricing needs to constituents.
• Develop internal pricing model in collaboration with team members.
• Design and maintain collateral analysis reporting for data integrity.
• Collaborate with operations and finance departments to assess market changes.
• Partner with platform vendors to achieve secondary market goals.
• Trace mortgage financing chain from origination to securitization.
Requirements
• Master's degree or foreign equivalent in Finance, Economics, Mathematics, or related field plus 1 year of experience in financial analysis.
• 1 year of experience working with capital markets and/or residential mortgage credit.
• 1 year of experience in structured product markets related to asset-based securitization transactions.
• 1 year of experience working with securitization deal parties including lawyers, bankers, and underwriters.
• Experience with models to evaluate credit risk and make lending decisions.
• Experience with structured product deal documents including offering memoranda.
• Programming experience in VBA, R, SQL, Python, or similar languages.
• Experience with Microsoft Office Excel for financial analysis.
• Experience with analytical tools like Bloomberg, Intex Desktop, ADCo Loan Kinetics, or similar models.
• Experience with fixed income portfolio management concepts.
• Experience with the mortgage financing chain from origination to securitization.
• Experience with private label RMBS, including securitizations and cash flow modeling.
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