Analyst - Business FInance
Core
Senior Analyst supporting end-to-end business finance control for Securitised Products trading business, focusing on Mortgage-Backed Securities (MBS) and Collateralised Mortgage Obligations (CMOs).
Role type
Senior IC business finance analyst (securitised products)
Builds
Daily P&L, balance sheet substantiation, independent price verification, and reconciliations for front-office to general ledger
Domain
Investment banking, fixed income, securitised products
Required skills
Fixed income and securitised products knowledge, daily P&L production, P&L attribution, independent price verification, reconciliations, month-end close, GAAP/IFRS accounting, fair-value measurement
Preferred skills
AI and machine learning application to product control workflows, intelligent automation, process improvement
Technologies
AI tools, machine learning, intelligent automation
Responsibilities
Prepare and explain daily P&L for Securitised Products including attribution to market moves and trading positions; Provide daily commentary and FVA variance investigation to Front Office traders; Perform break investigation and resolution for Model vs Actual Cash and FO vs MO system substantiation; Analyse mortgage-specific drivers including prepayment speeds, CPR, PSA, and TBA Exposure; Support month-end close including accounting to economic P&L reconciliation; Partner with Trading, Risk, Operations, Treasury, Technology and Finance stakeholders to resolve data and valuation issues
Seniority
Senior, hands-on IC