Senior Capital Markets Middle Office Specialist

• Conduct real time P&L for all ABF trading desks
• Monitor various real time risk indicators such as trade & position blotters, 5Y & 10Y duration, trading & position PNL, to ensure trading desk risk is accurate
• Make sure securities are properly built by assembling product build sheets for internal CUSIP setup, deals are properly booked, and coordinates with settlements to ensure each deal settles on day of settlement
• Audit requests from regulators by pulling relevant data or reaching out to technology teams to assist in the gathering of data that is then passed along to upper management for review
• Lead and implement complex initiatives of profit and loss generation and attribution
• Participate in cross functional planning Capital Markets Middle Office
• Review and analyze complex products that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Review, research, and resolve trade issues
• Facilitate resolutions for complex trade related issues
• Collaborate and consult with peers, colleagues, and senior managers to resolve trade issues
• Serve as a subject matter expert and mentor analysts

• 4+ years of Capital Markets industry experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 4+ years of experience in either a middle office/risk role and/or equivalent experience in supporting Residential Mortgage-Backed Securities trading platforms
• Extensive experience with profit and loss attribution
• Strong understanding of RMBS Pass-Through bonds pricing and risk
• Operational experience with complicated transactions preferably within Middle Office
• Strong understanding of New Issue Bonds, Resecuritization, Deal Structuring, OTC activities and FINRA (Trace)
• Ability to prioritize while multi-tasking and think outside the box with an ability to work in a fast-paced environment
• Strong in Microsoft Office applications including Excel, Access, and VBA
• Experience with trading applications such as Bloomberg, Calypso, and Broadridge is strongly preferred

Graduate work and/or other professional designations (MBA, CFA, FRM) is preferred