Portfolio Analytics Cons 1
Responsible for portfolio reporting and analytics on the Treasury-owned Available For Sale (AFS) securities. Monitors all risks associated with the portfolio including credit, liquidity, capital and rates. Performs quarterly calculation of OTTI and yields on relevant ABS securities and executes all analysis including SOX requirements. Participates in company stress testing and capital planning efforts surrounding the AFS securities portfolio. Participates in cross-company initiatives/processes to assist the company in meeting its risk and capital objectives and other strategic goals. Frequent interaction with outside parties, including regulatory agencies and accounting and consulting firms.
6+ years finance experience including 3+ years experience in structured finance and portfolio analysis and 3+ years Treasury experience.
The candidate should possess a bachelor's degree in accounting, economics, or finance with over 3 years of credit market exposure. He or she should be extremely proficient with discounted cash flow modeling in Excel. A thorough understanding of capital markets, securitization, and credit risk concepts is essential.
Experience with structured credit products and Intex Desktop is recommended. A working knowledge of Bloomberg and accounting rules governing securitization valuations (FAS 115 and EITF 99-20) is also helpful.
Wells Fargo - 2 years ago
Wells Fargo & Company is a financial holding company and a bank holding company. It is a diversified financial services company. It...