Umbrex · 1 day ago
Bank Prepayment Analysis Consultant (U.S.)
Umbrex is a consulting firm working with a U.S.-based financial institution in the banking sector. They are seeking a consultant to perform a portfolio-level loan prepayment analysis to develop insights into expected loan prepayments and cash flow impacts.
Responsibilities
Conduct portfolio-level prepayment analysis for U.S. commercial loan portfolios
Develop forward-looking assumptions on loan prepayments and cash flow impacts
Apply and interpret prepayment metrics (e.g., CPR, SMM) to support ALM and balance sheet decision-making
Synthesize findings into clear insights for internal stakeholders in treasury and portfolio management
Qualification
Required
Hands-on experience with prepayment modeling (CPR, SMM) for commercial loan portfolios
Strong background in bank ALM, treasury, or balance sheet analytics