ANALYST, ANALYTICS/IRRM at Community… · Coral…

Summary: Bayview Asset Management LLC seeks an Analyst, Analytics/IRRM to analyze and maintain portfolio segments and manage interest-rate risk derivative positions. This role involves supporting daily reporting, valuation processes, and trade-related activities while collaborating with portfolio managers and traders.

Responsibilities:
- Analyze existing portfolio data to create financial reports and cash-flow projections
- Conduct valuation of complex interest rate derivatives such as swaps, futures, swaptions, and TBAs
- Perform daily reconciliation of derivative positions across different funds and portfolios
- Produce daily P&L and exposure reports for distribution to portfolio managers
- Maintain and update positions in futures, swaps, TBAs, and swaptions across all funds
- Update and reconcile trade profit-and-loss reporting files and databases
- Communicate effectively with internal teams and external counterparties to resolve portfolio and trade management issues
- Prioritize assignments and meet expected deadlines in a fast-paced environment
- Adhere strictly to compliance requirements and demonstrate exemplary corporate citizenship consistent with Bayview’s tenets

Required Qualifications:
- Master's degree in Quantitative Finance, Finance, or a related field
- At least one (1) year of professional experience in finance, data analytics, or a related occupation
- Performing quantitative and analytical analysis of financial data, including interpreting complex data sets to identify trends, risks, and anomalies
- Performing data intensive work requiring a high level of accuracy and attention to detail
- Preparing written reports and communicating financial analysis and concepts to business or cross functional stakeholders
- Working knowledge of financial derivatives, including futures, swaps, TBAs, and swaptions, and their use in hedging strategies
- Experience reviewing and managing collateral and legal documentation related to financial hedging instruments, including original margin and variation margin requirements
- Knowledge of financial markets and transaction structures, including the ability to assess the impact of market conditions and macroeconomic indicators on portfolio performance
- Advanced proficiency in Microsoft Excel, including use of pivot tables, complex formulas (including INDEX/MATCH and XLOOKUP), and Excel based data analysis tools

Required Skills: Quantitative Finance, Financial Data Analysis, Financial Derivatives, Futures, Swaps, TBAs, Swaptions, Collateral Management, Margin Requirements, Financial Markets Knowledge, Microsoft Excel, Pivot Tables, INDEX/MATCH, XLOOKUP, Excel Data Analysis

Benefits: This notice is being provided as a result of the filing of an application for alien employment certification for the job offered., This position allows for a hybrid schedule with three (3) days in office and two (2) days remote