Treasury Capital Markets Analyst

Summary

The Treasury Capital Markets Analyst reports to the Treasury Capital Markets Portfolio Manager and plays a critical role in supporting portfolio strategy, risk management, and balance-sheet decision-making across Treasury.

Key Responsibilities

- Own the production, validation, and continuous improvement of daily, monthly, and quarterly regulatory and analytical reporting used by Portfolio Management, MSR, Repo, and Hedging teams. - Build and enhance risk, sensitivity, and performance dashboards; translate results into actionable insights used in portfolio reviews and senior-level discussions. - Analyze investment strategies and securities within a relative-value framework, partnering with senior team members to evaluate trade-offs and quantify impacts to earnings, risk, and capital. - Lead or support high-impact initiatives to enhance Treasury Capital Markets analytics, data integrity, automation, and infrastructure. - Collaborate closely with Liquidity, Funding, and Balance Sheet Management teams to ensure alignment across Treasury objectives and assumptions. - Partner with Credit Risk and Market Risk teams on limit framework design, calibration, monitoring, and governance. - Proactively identify analytical gaps or inefficiencies and take initiative to implement scalable solutions. - Communicate complex analysis clearly and concisely through written materials, dashboards, and presentations for a range of stakeholders.

Basic Qualifications

- Bachelor’s degree in finance, Economics, Mathematics, or Engineering - 3+ years of experience in finance, risk management, fixed income operations, accounting, or an analytical role

Preferred Qualifications

- Progress toward CFA or MBA, or a clear commitment to pursue advanced professional credentials. - Strong foundation in fixed income concepts, including duration, convexity, yield-to-maturity, cash-flow discounting, and interest rate hedging. - Advanced proficiency in Excel (analysis, data manipulation, quality control) and PowerPoint (clear, executive-ready communication). - Demonstrated ability to manage multiple priorities, meet deadlines, and maintain high standards of accuracy. - Strong ownership mentality and work ethic; comfortable operating with limited supervision. - Excellent written and verbal communication skills, with the ability to influence through well-supported analysis. - Intellectual curiosity and a continuous-improvement mindset. - Experience with Bloomberg, YieldBook, or similar fixed-income analytics platforms (or proven ability to learn quickly).