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Job Description : Job Description Mortgage Capital Markets is seeking a Quantitative Analyst for the Servicing Asset Management team. This is a high-performing team with a culture that encourages critical thinking, innovation and collaboration with the expectation for transparency, attention to detail and ownership of results. A highly quantitative role responsible for valuation of the Truist Mortgage Servicing Rights (CMSR) Portfolio. This individual will report directly to the MSR Valuation Manager within the Mortgage Capital Markets organization. This position will be a member of the Servicing Asset Management Team, together responsible for valuation and optimization of the Truist Residential & Commercial MSR portfolios.
Job Duties: Performing the valuation and financial reporting for the MSR portfolio. Able to clearly present and communicate results to senior management. Contribute to the development of and performance monitoring of quantitative models and assumptions used in the valuation process. Perform forecasting and stress testing processes, produce associated reporting and attribute results. Contribute to analytics and research.
On February 7, 2019, it was announced that SunTrust Banks, Inc. and BB&T Corporation intend to merge, with the combined entity to be named Truist Financial Corporation ("Truist"). The merger is subject to regulatory approval, and BB&T and SunTrust remain separate and independent companies until the merger closes. This position, which would be for a role with Truist or an affiliate, is contingent upon the merger receiving regulatory approval and closing.
Qualifications Minimum Qualifications: 2+ years' experience in the valuation of fixed income or mortgage assets. Bachelor's degree in a quantitative field. Understanding of behavioral models, statistical concepts and asset valuation. Experience in valuation using QRM, Polypaths, Compass Analytics or MIAC. Mastery of Excel and SQL.
Preferred Qualifications: 3+ years' experience in the valuation of MSR assets. Mastery of QRM-SV. Working experience with ADCo or AFT prepayment models. Certified SAS user. CFA, FRM or similar. Master's degree in a quantitative field. Programming experience is a plus.
Equal Opportunity Employer: SunTrust supports a diverse workforce and is a Drug Testing and Equal Opportunity Employer. SunTrust does not discriminate against individuals on the basis of race, creed, color, gender, religion, national origin, age, disability, veteran status, pregnancy, marital status, citizenship status, sexual orientation, gender identity, genetic information, or any other classification protected by applicable laws.
To review the EEO Poster, copy and paste the following link into your browser: http://www1.eeoc.gov/employers/upload/eeoc_self_print_poster.pdf http://www.dol.gov/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf