SunTrust Banks MSR Quantitative Analyst in Richmond, Virginia
Req ID: W461630
Capital Markets is seeking a Quantatative Analyst for the Servicing Asset Management team. This team manages SunTrust’s $135b portfolio of Mortgage Servicing Rights and is directly responsible for: valuation and risk measurement, development of models and assumptions, sale and acquisition activity, forecasting, stress testing and ongoing research. 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. This role will be engaged in asset pricing, statistical analysis, cash-flow analysis, database management and model development. Responsibilities may include: production of valuation results and risk measures, assumption testing, model development, preparation of industry surveys, data preparation, documentation, performance monitoring and transaction support. Teammate will interact with various groups including Hedging, Market Risk, Finance and Secondary Marketing.
Qualifications Basic Qualifications: • Bachelor's degree in a quantitative field such as Finance, Mathematics or Economics • Understanding of behavioral models, statistics and financial analysis • Proficiency with Excel, SQL and VBA Preferred Qualifications: • Graduate degree with emphasis in Finance, Math or Statistics. • CFA or FRM designation. • Mortgage or MBS valuation/analysis experience in an OAS framework (MSR strongly preferred) • QRM SV and C# proficiency
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.
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