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Description

As the Investment Portfolio Analyst, you will assist in management of the Institutional Investment Portfolio, Institutional Hedging Portfolio and MSR Hedging. This includes researching trade ideas, performing complex analysis and modeling in support of each both pre and post purchase, and executing or supporting the transaction execution. This role will be tasked with partnering with senior team members as it relates to the investment office; focusing on how goals and objectives can be achieved while working to identify innovative solutions.

Primary responsibilities include

+ Trade Execution: Supporting electronic and verbal execution of US Treasuries, Agency MBS, CMBS, CMOs, CLOs, Interest rate swaps, swaptions and options, futures, and TBAs on behalf of the various institutional portfolios and strategies.

+ Forecasting: Support for the financial forecasting, scenario analysis, and stress testing associated with the Securities and Derivates Portfolios.

+ Gathering data and analyzing the investment portfolio to identify economic risks/opportunities and support the development of strategies to mitigate those risks.

+ Reporting & Analytics: Development and continued enhancement of month and quarter end reporting that supports the ALCO, Board, and Investor Relations preparation and presentations. Daily economic and market surveillance that is broadly communicated. Development of dashboards and scenario analysis supporting the portfolios to show exposures, statistical analysis, and correlations to various market data.

Qualifications, Education, Certifications and/or Other Professional Credentials

+ Required Qualifications

+ Bachelors Degree in Business, Finance, Economics, Math, Statistics, or a related topic

+ Interest in financial markets, bank balance sheets, and developing creative solutions to problems

+ Expert level Microsoft Excel skills

+ Preferred Qualifications

+ Masters Degree in Economics, Math, Statistics, or a related quantitative subject

+ Interest and/or experience transacting in Agency MBS, CMBS, CMOs, swaps, swaptions, TBAs, and/or futures

+ Progress towards the Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designation

+ Python, SQL, and/or Matlab coding experience

Hours & Work Schedule

+ Hours per Week: 40

+ Work Schedule: M-F

Some job boards have started using jobseeker-reported data to estimate salary ranges for roles. If you apply and qualify for this role, a recruiter will discuss accurate pay guidance.

Equal Employment Opportunity

Citizens, its parent, subsidiaries, and related companies (Citizens) provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to age, ancestry, color, citizenship, physical or mental disability, perceived disability or history or record of a disability, ethnicity, gender, gender identity or expression, genetic information, genetic characteristic, marital or domestic partner status, victim of domestic violence, family status/parenthood, medical condition, military or veteran status, national origin, pregnancy/childbirth/lactation, colleague’s or a dependent’s reproductive health decision making, race, religion, sex, sexual orientation, or any other category protected by federal, state and/or local laws. At Citizens, we are committed to fostering an inclusive culture that enables all colleagues to bring their best selves to work every day and everyone is expected to be treated with respect and professionalism. Employment decisions are based solely on merit, qualifications, performance and capability.

Why Work for Us

At Citizens, you'll find a customer-centric culture built around helping our customers and giving back to our local communities. When you join our team, you are part of a supportive and collaborative workforce, with access to training and tools to accelerate your potential and maximize your career growth

Background Check

Any offer of employment is conditioned upon the candidate successfully passing a background check, which may include initial credit, motor vehicle record, public record, prior employment verification, and criminal background checks. Results of the background check are individually reviewed based upon legal requirements imposed by our regulators and with consideration of the nature and gravity of the background history and the job offered. Any offer of employment will include further information.