AVP, Hedge Analytics – Capital Markets (Remote)

New American Funding; United States; Hybrid; USD 75,000 - 125,000; Full time

Job summary

New American Funding in the United States is seeking an AVP for Capital Markets to support Hedge Analytics. The role reports to the Senior Vice President of Interest Rate Risk Management and offers remote or hybrid work with on-site days within 30 miles of Santa Ana, CA or Austin, TX.

You will compile hedge activity data, import into the QRM framework, validate balances, and prepare daily reports. Required skills include Excel (pivot tables, advanced formulas), SQL/VBA, and a basic knowledge of

Qualifications

• Strong analytical and problem-solving skills.
• Proficient in Excel, including pivot tables and advanced formulas.
• Working knowledge of SQL/VBA.
• Knowledge of the QRM Mortgage Banking Framework is desirable.

Responsibilities

• Compile daily hedge activity information: trades, MBS pools, allocations, settlements, GN repools, pricing, forward commitments.
• Import hedge activities into the QRM Framework.
• Confirm daily hedge activity balances with head trader.
• Research and resolve pipeline data issues.
• Compile daily Capital Markets reports.
• Validate assumptions in QRM.
• Various ad hoc projects.

Skills

Analytical skills

Excel proficiency

SQL/VBA

QRM knowledge desirable

Education

Undergraduate degree in Mathematics/Finance/Economics

Tools

Pivot tables

Advanced Excel formulas

Job description

Overview

Position : AVP, Interest Rate Risk Analytics

Salary : $120K - 145K/yr (d.o.e.) plus bonus

Location : Remote, Hybrid if located within 30 miles of Santa Ana, CA or Austin, TX & will need to work 4 days on-site

Will need to work PST hours

Position Summary

Capital Markets is actively seeking a candidate for a Hedge Analyst position. Candidate will report to Senior Vice President Interest Rate Risk Management and will support various other team members. The analyst shall be responsible for data entry and researching/resolving data issues to ensure accurate reporting by the hedge model. This candidate will also take ownership of and improve routine processes and will be involved with project-based tasks.

Responsibilities

• Compile daily hedge activity information: TBA/Cash Trades, MBS Pools, Allocations, Settlements, GN Repools, pricing for various products and instruments, Spec payups, and forward Commitments (5%)
• Import hedge activities into the QRM Framework (60%)
• Confirm daily hedge activity balances with head trader (5%)
• Research and resolve pipeline related data issues (5%)
• Compile daily Capital Markets Reports (5%)
• Validate assumptions in QRM (10%)
• Various ad hoc projects (10%)
  
  

Qualifications

Technical Skills

• Must have strong analytical and problem-solving skills
• Must be proficient in Excel, including pivot tables and advanced excel formulas for data manipulation
• Must have working knowledge of SQL/VBA
• Knowledge of the QRM Mortgage Banking Framework is desirable
  
  

Personality

• Motivated
• Excellent communication skills
• Detail oriented
• Takes ownership
• Asks questions
• Eager to learn
• Team oriented
  
  

Education

• Undergraduate degree in Mathematics/Finance/Economics or other related fields
• Minimum 3 years’ experience
  
  

Work Authorization: Must be able to verify identity and employment eligibility to work in the U.S.

Other Duties: This job profile is not intended to be an all-inclusive list of job duties and responsibilities, as one may perform additional related duties as assigned to meet the needs of the organization.

Physical Demands: The physical demands described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. Must be able to lift up to ten pounds. Primary functions require sufficient physical ability and mobility to work in an office setting; to stand or sit for prolonged periods of time; to occasionally stoop, bend, kneel, crouch, reach, and twist; to lift, carry, push, and/or pull light to moderate amounts of weight; to operate office equipment requiring repetitive hand movement and fine coordination including use of a keyboard; and to verbally communicate to exchange information. VISION: See in the normal visual range with or without correction. HEARING: Hear in the normal audio range with or without correction.

[EOE/M/F/D/V. Drug-free workplace.]

New American Funding recruiters may contact candidates through LinkedIn, phone, text message, or email. Official email communications will come from an address ending in @nafinc.com. We will only request sensitive personal information through our secure application and onboarding systems—not through email, social media, text message, or instant messaging. New American Funding will never request payment from candidates at any stage of the recruitment process.