Securitization Analyst, CP Trader
Commercial paper trading and investor marketing support for ABCP conduit management activity within the GMD Securitization front office platform. Arrange daily commercial paper placement for ABCP commercial paper conduits. Maintain compliance and reporting databases for ALM and Market Risk departments; prepare asset forecasts, LCR projections, and periodic CP trading performance reports. Prepare investor marketing, Liquidity Committee, and ad hoc management presentations and analyses.
Arrange CP trading positioning and placement with dealers and FX hedging execution with swap counterparty
Record transactions in FO CP trading system
Maintain CP trading compliance database, risk retention monitoring
Prepare prospectus supplement documentation for structured CP trades
Maintain LCR footprint projections and compliance reporting
Prepare client cost of funds monthly data set
Monitor securitization regulatory developments
Prepare weekly ALM liquidity data reporting
Act as liaison to various internal middle office constituencies and support functions, Treasury, and vendors
Prepare monthly LIBOR spread reporting
Investor marketing and Liquidity Committee presentations
Excel financial models and PowerPoint management presentations
Special projects for GMD Securitization management
Management and Reporting
Reports to Vice President - Conduit Funding and Investor Marketing
Maintain overall CP issuance controls and compliance (maximum CP maturities, liquidity limits and expiration, etc.).
Ensure FX and interest rate risk is appropriately hedged and settled with derivatives execution.
Counterparties and Clients
Develop and maintain relationships with dealers and investors in supporting role.
Attend and represent the firm in internal staff meetings with securitization teams, participate in securitization industry conferences.
- University degree with concentration in Finance or Business
- Experience in banking and capital markets funding/execution environment
- Team spirit and ability to work in an international environment.
- Strong quantitative and analytical skills
- Strong competence in Excel, Powerpoint, capital markets transaction systems
- Series 7 or ability to obtain.
- Good communication and presentation skills.