Portfolio Risk Management Analyst
About The Position
The Portfolio Risk Management Analyst is responsible for generating the Secondary Marketing daily P&L Report, reconciliations, and ad-hoc reporting. Interaction with the trading desks within Capital Markets, include Accounting and Lending Divisions of Pennymac. As the Analyst, your responsibilities will include all hedging activities of the firm, oversight of all trading activities, and quantifies/analyzes the Capital Markets P&L. The Portfolio Risk Management Analyst will: Verify trade settlement proceeds and GSE Fees Continual process improvement and validation of data feeds Generate daily position reports (including P&L's and Risk Exposure reports) Analyze and Reconcile P&L's data on a daily basis Perform numerous reconciliations with various groups and data sources (including Accounting, Capital Market Operations, Correspondent Lending, Consumer Direct Lending and GSE) Perform other related duties as required and assigned Demonstrate behaviors which are aligned with the organization’s desired culture and values
Requirements
- Bachelor’s degree or equivalent work experience
- 1+ years of relevant work experience
- Strong knowledge of Microsoft Excel, intermediate Level in SQL
- Financial Services and, if possible, mortgage industry experience preferred
Nice To Haves
- Knowledge of VBA and QRM's Mortgage Banking Model a definite plus, but not required.
Responsibilities
- Generating the Secondary Marketing daily P&L Report, reconciliations, and ad-hoc reporting
- Interaction with the trading desks within Capital Markets, include Accounting and Lending Divisions of Pennymac
- hedging activities of the firm
- oversight of all trading activities
- quantifies/analyzes the Capital Markets P&L
- Verify trade settlement proceeds and GSE Fees
- Continual process improvement and validation of data feeds
- Generate daily position reports (including P&L's and Risk Exposure reports)
- Analyze and Reconcile P&L's data on a daily basis
- Perform numerous reconciliations with various groups and data sources (including Accounting, Capital Market Operations, Correspondent Lending, Consumer Direct Lending and GSE)
- Perform other related duties as required and assigned
- Demonstrate behaviors which are aligned with the organization’s desired culture and values
Benefits
- Comprehensive Medical, Dental, and Vision
- Paid Time Off Programs including vacation, holidays, illness, and parental leave
- Wellness Programs, Employee Recognition Programs, and onsite gyms and cafe style dining (select locations)
- Retirement benefits, life insurance, 401k match, and tuition reimbursement
- Philanthropy Programs including matching gifts, volunteer grants, charitable grants and corporate sponsorships
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
