Vice President, Treasury Portfolio Analytics & Controls

- Coordinate month end and quarter end close - Coordinate settlement with counterparties and custodians - Coordinate treasury accounting and regulatory reporting - Document treasury middle office and accounting processes - Ensure consistency of portfolio data - Ensure data integrity - Escalate settlement issues - Improve reporting efficiency and controls - Investigate and resolve data breaks - Maintain governance over portfolio metrics - Manage swap and TBA confirmation and settlement - Manage trade and position reconciliation - Monitor premium discount amortization - Monitor trade exceptions and aged breaks - Oversee investment accounting validation - Oversee middle office trade lifecycle controls - Partner with technology on system enhancements - Proactively identify control gaps and remediate - Produce monthly and quarterly portfolio reporting - Streamline and automate middle office processes - Strengthen investment data controls and reconciliation frameworks - Support ALCO and senior management reporting - Support SOX controls - Support portfolio return attribution analysis