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KEY RESPONSIBILITIES:
• Valuation of USD 42 billion
residential loan servicing portfolio using discounted cash flow methodology
• Asset Liability
analysis of USD 1 billion Balance
Sheet w.r.t. organisation’s
various business interests
• Financial modeling of
profitability/income sensitivity in different economic/interest rate
scenarios
• Creating revenue / cost
behavioral assumptions for projecting future Cash flows.
•Monitoring accuracy of
assumptions and projections over time
KEY RESULT AREAS:
• Produce fair market
value calculations of the Mortgage Servicing Rights (MSR) asset based on
the current market environment.
• Carry out Asset
Liability analysis for internal and external reporting
• Research, analyze and
evaluate economic behavior in different scenario
•Ensure valuation
processes and analytic reporting is being conducted in the most efficient
way possible
•Ensure minimal variance
in projections from actual behavior for MSR valuation cash flows
REQUIRED SKILLS:
•Good analytical and
independent problem solving skills
•Good knowledge of MS
Excel and MS Access
•Hands on experience in
Data AND/OR Financial Analysis
•Quantitative and
statistical modeling experience
•Good communication
skills
PREFERRED SKILLS, QUALIFICATION AND EXPERIENCE:
•Prior experience in portfolio
valuation AND/OR risk management AND/OR capital market
•Prior experience of
working with Financial modeling systems and databases
•Knowledge of US Mortgage
Industry or Fixed Income Securities
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