Greater Chicago Area
• Direct and execute daily secured funding activity for a book exceeding $60B+ in notional value, optimizing liquidity access across Treasury and Repo markets. • Strategically monitor and manage daily cash balances and collateral movements, identifying and resolving $15B in daily system breaks to ensure 100% data integrity and capital efficiency. • Synthesize complex market data into actionable daily liquidity usage and funding cost reports for senior traders and Treasury stakeholders, directly informing tactical positioning in a volatile SOFR environment • Lead desk-side validation for internal treasury system enhancements; partner with Technology and Operations to automate trade-booking workflows and mitigate settlement risk. • Document and maintain rigorous controls for trade life-cycle management, ensuring strict adherence to internal risk parameters, regulatory requirements, and governance standards for all treasury-related activities • Collaborate with cross-functional teams to lead UAT (User Acceptance Testing) and system implementation for Repo booking platforms, ensuring seamless software integration.
• Analyze commercial real estate mortgage bonds: occupancy rate, cash flow, geography and property type • Assist in non-performing and reperforming portfolio valuation • Evaluate bonds’ credit profiles through CPR, CDR, LTV and bond rating analysis for credit enhancement purposes; • Assist in the pricing of point to point and digital structured notes through OneQT software.