POSITION SUMMARY :

This role ensures the data feeding investment, accounting and risk models is accurate and explainable before it reaches clients, regulators or portfolio managers. The focus is insurance, fixed income portfolios and mortgage products. You will validate model inputs and outputs, reconcile across accounting, risk and vendor systems, resolve data breaks, and document findings to audit standard.

EXPERIENCE AND REQUIRED SKILL SETS :

- 5+ years in investment data validation, fixed income analytics, investment accounting or risk

- Strong fixed income fundamentals, including yields, amortized cost, accrued interest, duration and cash flows

- Hands-on experience with book yield calculation and validation, including premium/discount amortization and income reconciliation

- Working knowledge of mortgage products including prepayment assumptions, deal structures and waterfalls

- Advanced Excel and SQL, with Python for automating data checks

- Experience with Aladdin, Bloomberg, Intex, Clearwater or similar platforms

- Clear communicator who owns data breaks through to resolution

GOOD TO HAVE :

- CFA, FRM Qualified (any level)

- Experience with commercial mortgage loans or private deals

- Familiarity with model risk frameworks such as SR 11-7

- Prior client-facing consulting or managed services experience

EDUCATION :

- Bachelor's degree or master's in computer science, Engineering, Software Engineering or a relevant field.