Senior Analyst - Bank Portfolio Analysis

About Northern Trust :

Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.

Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity.

With more than 130 years of financial experience and over 22,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.

Major Duties :

• Produce portfolio analytics, dashboards, and committee materials for portfolio managers, risk groups, and management committees responsible for managing, monitoring, and overseeing the Corporation’s fixed income portfolio.
• Perform complex financial analysis and portfolio analytics to provide executable insights to achieve optimal portfolio composition while adhering to investment guidelines and maintaining acceptable bank risk tolerances such as CS01, DV01, MVE, AOCI, etc.
• Use market research and industry data to complete prepayment analysis, peer analysis, and credit spreads tracking.
• Collaborate effectively with cross-functional teams to assist with Regulatory deliverables impacting capital, liquidity, earnings, etc.
• Take ownership, conduct and complete projects and ad hoc requests as needed.

Knowledge and Skills :

• Knowledge of fixed income markets and ability to evaluate prepayment characteristics, drivers, and forecasts across securitized, Agency mortgage, and Agency CMBS products, such as Fannie Mae DUS, Freddie Mac K’s, GNPL, and SBA sectors.
• Strong proficiency with Bloomberg and Blackrock Aladdin is required, usually acquired through work experience.
• Analytical and computer programming skills in Python are required to perform robust analysis of fixed income securities comprising the Corporation’s investment portfolio.
• Understanding of banking regulations and securitized products such as Agency MBS, Agency CMBS, ABS, CMBS, and CLOs is preferred.

Experience :

Minimum three years of fixed income analysis and portfolio analytics experience.

Experienced with analyzing fixed income securities and portfolios using multiple platforms such as Bloomberg, BlackRock Aladdin, QRM / ADCO, etc.

Model validation work experience is a plus.

LI-Hybrid

Working with Us :

As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas.

Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose.

We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater

Reasonable accommodation

Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at .

We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people.

Apply today and talk to us about your flexible working requirements and together we can achieve greater.