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About the position
The Senior Financial Analyst at Bayview Asset Management will manage interest rate risk and provide hedge fund suggestions based on financial market movements for the company's mortgage and credit portfolios exceeding $10 billion. The role involves developing and maintaining TBA options models using Python, coordinating with various departments for smooth operations, and producing monthly profit and loss hedge attribution reports. The analyst will also analyze financial market developments, conduct portfolio performance surveillance, and automate hedging and derivative reporting tools. This position allows for 100% remote work from within the U.S.
Responsibilities
- Manage interest rate risk and provide hedge fund suggestions based on financial market movements for mortgage and credit portfolios.
- Develop and maintain TBA options models using Python.
- Coordinate with different departments to ensure smooth business operations.
- Produce monthly profit and loss hedge attribution reports over Non-Agency RMBS and CMBS portfolios.
- Work on hedging requirements to maintain the Asset-Liability duration gap in the insurance business.
- Analyze current financial market developments and their implications on risk management and hedging strategies.
- Conduct regular surveillance of portfolio performance.
- Develop tools to automate current hedging and derivative reporting.
- Perform ad hoc quantitative analysis on different mortgage pools and strategies.
- Prioritize assignments to deliver expected work products on a timely basis.
Requirements
- Master's degree or foreign equivalent in Finance, Quantitative Finance, Financial Engineering, or a related quantitative field.
- Two years of experience as a financial analyst or in a similar analytical or reporting environment.
- Two years of experience with quantitative modeling and analysis.
- Proficiency in Python, Excel, and programming languages including VBA and SQL.
- Experience with Bloomberg and mortgage models.
Benefits
- Remote work flexibility from within the U.S.
- Competitive salary range of $115,000 - $125,000/year.
