ANALYST, ANALYTICS/IRRM

Overview

Bayview Asset Management LLC seeks:

POSITION: Analyst, Analytics/IRRM

DESCRIPTION: The Analyst, Analytics/IRRM is responsible for the analysis and maintenance of portfolio segments and the synthesis of information necessary for managing interest-rate risk derivative positions. This role supports daily reporting, valuation processes, and trade-related activities across multiple funds, working closely with portfolio managers, traders, and internal stakeholders. Responsibilities include:

• Analyze existing portfolio data to create financial reports and cash-flow projections.
• Conduct valuation of complex interest rate derivatives such as swaps, futures, swaptions, and TBAs.
• Perform daily reconciliation of derivative positions across different funds and portfolios.
• Produce daily P&L and exposure reports for distribution to portfolio managers.
• Maintain and update positions in futures, swaps, TBAs, and swaptions across all funds.
• Update and reconcile trade profit-and-loss reporting files and databases.
• Communicate effectively with internal teams and external counterparties to resolve portfolio and trade management issues.
• Prioritize assignments and meet expected deadlines in a fast-paced environment.
• Adhere strictly to compliance requirements and demonstrate exemplary corporate citizenship consistent with Bayview’s tenets.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote
  
  

REQUIREMENTS: Master’s degree in Quantitative Finance, Finance, or a related field, and at least one (1) year of professional experience in finance, data analytics, or a related occupation. Requires experience in/with:

• Performing quantitative and analytical analysis of financial data, including interpreting complex data sets to identify trends, risks, and anomalies
• Performing data intensive work requiring a high level of accuracy and attention to detail.
• Preparing written reports and communicating financial analysis and concepts to business or cross functional stakeholders.
• Working knowledge of financial derivatives, including futures, swaps, TBAs, and swaptions, and their use in hedging strategies.
• Experience reviewing and managing collateral and legal documentation related to financial hedging instruments, including original margin and variation margin requirements.
• Knowledge of financial markets and transaction structures, including the ability to assess the impact of market conditions and macroeconomic indicators on portfolio performance.
• Advanced proficiency in Microsoft Excel, including use of pivot tables, complex formulas (including INDEX/MATCH and XLOOKUP), and Excel based data analysis tools.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote
  
  

HOURS: Monday through Friday, 40 hours per week

LOCATION: Coral Gables, FL This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

SALARY: $93,558

APPLICANTS: Email resume to humanresources@bayview.com Reference Code # 9842498 required when applying.

This notice is being provided as a result of the filing of an application for alien employment certification for the job offered. Any person may provide documentary evidence bearing on the application to the U. S. Department of Labor, Certifying Officer, Employment and Training Administration, 200 Constitution Ave. NW, Room N-5311, Washington, D.C. 20210