Treasury Pricing Analyst recruitment

Position Accountabilities

1. Compiles data for and prepares monthly reports to verify position prices.

2. Develop process and reports that independently validate prices of Treasury and Fixed Income positions from an independent source.

3. Documents and recommends resolutions of any outstanding issues between the front office and independent pricing comparison.

4. Review and analyze factors, cashflows, and market data that is used in preparing the pricing analysis.

5. Acts as primary liaison to external pricing vendors, and understand their pricing methodology.

6. Establishes, implements and documents Treasury and Fixed Income pricing methodology.

7. Ensure all data is accurate and that reports are prepared in a timely and through manner.

8. Develops new reports in conjunction with management.

9. FAS 157 experience.

10. Attends regular meetings with the fixed income and derivatives managers and their teams.

11. Perform other duties as assigned.

Job Specifications

• Bachelor’s degree – Fianace or equivalent. MBA preferred.
• CFA or CFA Candidate preferred.

• 5-7 years of pricing analysis experience in a Commercial Bank or Capital Markets environment.

• Pricing mortgage bonds or other similar type quantitative work experience.

• Strong understanding of how Treasury, Fixed Income (with heavy emphasis on mortgage) and Derivative products are priced.

• Prior MS Excel spreadsheet use and advanced analytics including building macros.

• Experience in working with the major market data providers (IDC, Reuters, SP).

• Analytical.

• Strong math skills including basic calculus.

• Advanced PC skills (Excel, Word, Access)

• Prior use of Bloomberg analytics.

• Strong telephone, written and verbal communication.

• Problem solving skills.

• Ability to work independently.

• Self starter who requires little supervision.

The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required of personnel so classified.