Securities Analyst
Current
Chicago, Illinois, United States
- Perform monthly management on a portfolio of roughly 2,000 residential mortgage-backed securities with collateral balances over $1 billion to ensure that all payments and fees are properly calculated and executed
- Create Pivot Tables and VLOOKUP formulas to accurately calculate principal and interest payments according to each deals’ waterfall as well as reinvestment income
- Create remittance reports for bondholders that illustrate bond amortization and the collateral performance
- Analyze complex legal documents regarding the proper execution of payments, triggers and significant timing events of residential mortgage-backed securities
- Identify, research and solve cash shortages for deals and CUSIPs paying the same day