Hybrid Sr. Analyst, Portfolio Analytics bei Cenlar

The Senior Analyst, Portfolio Analytics will support valuation and performance analysis of whole loan portfolios within the Capital Markets Solutions group. This role contributes to the bank’s capital market activities by delivering timely, accurate, and actionable insights across a range of asset classes.
In addition to loan-level analytics, the analyst will assist in evaluating portfolio trends, asset-liability dynamics, and treasury-related metrics. The role involves collaboration with teams across Risk, Finance, and Technology to maintain valuation tools, support pricing efforts, and contribute to strategic planning around portfolio management and interest rate risk.

Responsibilities:

• Support the valuation process for the bank’s whole loan portfolio, contributing to accurate and timely pricing across various asset classes.
• Assist in developing and maintaining valuation models and methodologies aligned with market practices and regulatory expectations.
• Contribute to pricing analysis and support transaction execution for whole loan trades and portfolio adjustments.
• Collaborate with Enterprise Risk Management, Finance, and Treasury teams to ensure consistency in valuation inputs, assumptions, and reporting.
• Work within the Center of Excellence team to provide cross-functional analytics that support Asset Liability Management (ALM), Treasury strategy, and Stress Testing initiatives.
• Monitor market trends, credit performance, and macroeconomic indicators to help inform valuation and asset-liability assumptions.
• Help evaluate portfolio performance and support analytics related to interest rate risk, duration, and liquidity positioning.
• Coordinate with third-party valuation providers to validate external pricing data and ensure consistency with internal benchmarks.
• Prepare and present valuation summaries and portfolio insights to internal stakeholders, including senior team members.
• Support regulatory, audit, and internal control processes related to valuation documentation and reporting.
• Participate in efforts to automate valuation workflows and improve reporting efficiency using analytical tools and scripting (e.g., Python, Excel, SQL).
• Apply sound judgment in identifying and assessing risk when supporting business decisions, including compliance and operational considerations.
• Demonstrate accountability and integrity by adhering to Cenlar’s policies and regulatory standards, escalating issues appropriately, and contributing to a culture of transparency and ethical conduct.
   

Qualifications:

• Bachelor’s degree in Finance, Economics, Mathematics, or a related field; Master’s or CFA preferred.
• 10+ years’ experience in whole loan valuation, structured finance, or capital markets.
• Deep understanding of loan-level cash flow modeling, credit risk, and market pricing dynamics.
• Proficiency in valuation tools and platforms (e.g., Intex, Bloomberg, Yield Book, or similar).
• Strong quantitative and analytical skills, with advanced Excel and programming skills (Python, SQL, or R) a plus.
• Excellent communication skills with the ability to present complex concepts to senior stakeholders.
• Experience working in a wholesale or investment banking environment is highly desirable
• Ability to use strong reasoning skills to develop mutually acceptable solutions
• Ability to work in a fast-paced, dynamic environment with a hands-on approach to work