Capital Markets Analyst, Risk Management (Quantitative Risk Management)

Overview

The Capital Markets Analyst, Risk Management for Quantitative Risk Management (QRM), plays a critical role in connecting business needs with technology to ensure the QRM system delivers maximum value to the organization. In this role, you will support risk management, model maintenance, and process improvement initiatives across the Capital Markets, Trading, and Pooling & Delivery teams. You will work closely with the QRM Business Product Owner and the QRM vendor to support the overall business strategy and goals for QRM by implementing new functionality, maintaining compliance with agency mandates, and providing QRM Function and data support to all QRM users.

This role offers the opportunity to influence the organization’s risk management strategy, enhance operational efficiency, and directly impact decision-making through data-driven insights. You will collaborate with cross-functional teams, gain exposure to advanced quantitative models, and help shape the future of our QRM processes. The ideal candidate is highly analytical, detail-oriented, and proactive in identifying opportunities for process improvement and automation.

This position reports to our office on Morehead Square Drive in Charlotte, NC, five days per week. This position offers a competitive salary, plus an annual bonus. You'll also receive our excellent benefits package, which includes medical coverage starting on day one and a company-matched 401(k).

Responsibilities

• Maintain and monitor all model inputs and outputs, including BUBD multiples, servicing multiples, g-fees, fallout functions, pull-through assumptions, delivery constraints, and pricing.
• Provide QRM application support to users, troubleshoot data, processes, and reporting issues.
• Collaborate with the QRM vendor to implement system updates and new functionality, ensuring timely and accurate release of functionality and code.
• Distribute weekly model parameters and provide UAT results and explanations to Originations partners.
• Run routine and ad-hoc reports to monitor risk metrics, analyze trends, and summarize insights for stakeholders.
• Maintains a relationship with QRM to ensure best practices, learn new functionality, and process improvements.
• Provides weekly model parameters emails and is responsible for providing UAT results and explanations to Originations partners.
• Support business process improvement initiatives, including system integration, data integrity, and workflow enhancements.
• Continuously review and improve processes to increase efficiency, identify deficiencies, and implement solutions that enhance the current environment.
• Participate in cross-functional projects, providing analytical support, risk assessments, and model validation as needed.
  
  

Qualifications

• Bachelor’s degree in Business, Economics, Data Analytics, Computer Information Systems, or related field.
• 3 years of experience within capital markets or the financial services industry with hands-on experience working directly within QRM systems.
• Strong analytical, quantitative, and problem-solving skills.
• Advanced proficiency in Microsoft Excel and familiarity with databases (e.g., MS Access, SQL Server Management Studio).
• Familiarity with programming and data visualization systems (e.g., VBA, SQL, R, Tableau, Power BI, CAS).
• Strong written and verbal communication skills.
• Excellent organizational, time management, and attention-to-detail skills
• Ability to work independently, make informed decisions, and manage multiple priorities under pressure.
• Ability to maintain confidentiality and handle sensitive information.
  
  

Lakeview is an Equal Employment Opportunity employer. All aspects of consideration for employment and employment with the Company are governed on the basis of merit, competence, and qualifications without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, or any other category protected by federal, state, or local law.