SunTrust Banks
 Richmond, VA
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Position Description

Job Description :

Job Description

Primary responsibilities of the position include:

  • Support the daily operation of the QRM Mortgage Banking system to generate daily valuation and risk exposure data on Secondary Marketing exposure and hedge positions.
  • Assist with the development and testing of model parameters and assumptions relating to risk and valuation configuration of underlying Yield Curve, Prepayment, and Fallout modeling performance.
  • Ensure the accuracy and completeness of daily Portfolio, Market, and Trade data loads.
  • Support Secondary Marketing model performance monitoring and maintenance needs.



Successful candidate will have a background in quantitative finance. Possess in-depth knowledge of modeling techniques and risk metrics associated with fixed income and options-based valuation and hedging techniques. This role requires significant knowledge of the product area being supported as well as analytical, statistical modeling, and forecasting methods. Function will provide analytical support for measurement and monitoring of key risk management activities thru:

  • Implementation and Maintenance of P&L, risk reporting.
  • Developing quantitative/analytic models and applications.

Bachelor's degree in finance, economics or mathematics required with 2+ years relevant experience.

Preferred Requirements: CFA/FRM certification, experience with QRM or similar SQL based Mortgage Banking risk management platform.

Equal Opportunity Employer: SunTrust supports a diverse workforce and is a Drug Testing and Equal Opportunity Employer. SunTrust does not discriminate against individuals on the basis of race, creed, color, gender, religion, national origin, age, disability, veteran status, pregnancy, marital status, citizenship status, sexual orientation, gender identity, genetic information, or any other classification protected by applicable laws.

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