{SAP JOBS USA:122688} req Business Analyst - MBS

Business Analyst - MBS
NYC,NY
BA specialized in Mortgage Backed Securities (MBS)
Here is the JD:
- 10+ Years of experience In Capital Markets Industry, and with experience in debt market and exposure to risk management

Business Knowledge
- Features and lifecycle of Fixed Income Products
- Specialization in Mortgage Backed Securities (must have done specific work on MBS on at least one project)
- Understanding of debt cash and derivatives market and how it operates
- Understanding of risk measures and calculations for MBS and other derivatives

Process Knowledge
- Experience eliciting and capturing requirements of large scale, Enterprise wide systems
- Gathering Business Requirements
- Preparing Business Requirements / Functional specifications Document
- Preparing Use Cases

- Able to interact with IT and business stakeholders at Director level and above
- Excellent communication skills
- Self-driven, can work with minimal supervision to drive the goals

looking for someone very strong in Risk + understanding of MBS.

Key words:
agency MBS, non-agency MBS, Risk measures for MBS products, TBA(To be announced), VAR, VAR calculation
 methods - historical method, variance-covariance method, Monte Carlo simulation,
OAS (Option Adjustment Spread)
General Capital Markets BA without understanding of Risk Management will not work.

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