Description and Requirements
1. Derivative Net Investment Income/Mark To Market Projection – Compile data from various sources (amounts and descriptive/enrichment data) to prepare a single attribution file of Current versus Prior data for all relevant comparisons.
2. Amortization of Derivative Premiums – Summarize the various amortization schedules for the different derivative types (caps, floors, swap, options, CDS) that will be an input into the Derivatives GAAP and STAT Feeds.
3. 10K/10Q Peer Analysis for Derivatives – pull derivative data from peer 10K/10Q reports to update spreadsheet with historical data.
4. Analyze data and process flows to improve forecasting/modeling accuracy.
5. Gain in-depth understanding of all outputs from the model and provide a detailed attribution of the results.
6. Work closely with various partners across the enterprise to understand and implement required work for Investments planning and projections work.
7. Perform sensitivity analysis.
8. Prepare Realized Gain/Loss reporting & IMR Acquisitions Rating for RCGLs.
9. Prepare Stat NII feeds and refresh reports.
10. Should be able to handle large datasets of information.
11. Should be able to gather, organize and understand information from 10-15 different excel files.
12. Analyze and implement process improvements.
13. Knowledge of Derivative and other various investment asset classes.