Global Banking & Markets Structured Finance Trade Analytics, Dallas, Analyst

Goldman Sachs

Job Location:

Dallas, IA - USA

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Description

TheStructured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support the Credit & Asset Finance team has product expertise across residential assets consumer loans real estate and warehouse financing. The position sits at the core of securitization execution. A successful candidate will architect optimization frameworks and demonstrate an affinity for a solution-oriented mindset. The successful candidate will be responsible for the following:

JOB DUTIES:

Perform large-scale data manipulations across millions of loan-level records delivering portfolio-level insights and strategic asset selection to traders bankers and clients using statistical methods.
Act as a client advisor and perform analytics on all advisory securitization transactions including any MBS classes and consumer ABS classes. Responsibilities include:
- Collaborate with clients and work with data from various sources including:
  - Settlement Data
  - Latest Month End Servicer Data
  - TPR due diligence Data
  - Originator Data
- Perform data validations and create portfolio level stratification and replines.
- Own portfolio collateral analysis across full deal lifecycle from asset selection pricing marketing and closing using python CAS and SQL.
- Provide pool level CPR speeds loss severity and credit enhancement from RA (Fitch KBRA Moodys Milan) models.
- Assist in populate credit memo and PPM materials with outside accountants and lawyers.
- Perform asset pool selection based on contribution requirements on ABS/CMBS securitization.
Work with rating agencies and create historical performance matrices (CPR CDR Charge off Recoveries Loss) to project future performance.
Manage cross-functional relationship with the desk IBD transaction management diligence operation controller and technology team to ensure monthly portfolio activities are accurately represented.
Strong communication skills (written and spoken) to translate technical analytics into client-facing insights.

MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD:

Bachelors degree (U.S. or foreign equivalent)

MINIMUM YEARS EXPERIENCE REQUIRED:

0 to 3 years of loans / Fixed income experience or internship in related fields

Preferred Skillsets:

Undergraduate in Finance Economics Mathematics or other STEM related degrees.
Experience with python SQL and reporting tools required.
Experience working with large structured and unstructured datasets (millions/ billions of loan records).
Understanding of fixed income analytics (duration convexity yield modeling).
Familiarity with mortgage or consumer credit performance data.
Ability to operate in high-pressure execution environment with parallel deal flow.

Required Experience:

DescriptionTheStructured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support the Credit & Asset Finance team has product expertise across residential assets consumer loans real estate and warehouse financing. The position sits at the core of...

Description

JOB DUTIES:

Perform large-scale data manipulations across millions of loan-level records delivering portfolio-level insights and strategic asset selection to traders bankers and clients using statistical methods.
Act as a client advisor and perform analytics on all advisory securitization transactions including any MBS classes and consumer ABS classes. Responsibilities include:
- Collaborate with clients and work with data from various sources including:
  - Settlement Data
  - Latest Month End Servicer Data
  - TPR due diligence Data
  - Originator Data
- Perform data validations and create portfolio level stratification and replines.
- Own portfolio collateral analysis across full deal lifecycle from asset selection pricing marketing and closing using python CAS and SQL.
- Provide pool level CPR speeds loss severity and credit enhancement from RA (Fitch KBRA Moodys Milan) models.
- Assist in populate credit memo and PPM materials with outside accountants and lawyers.
- Perform asset pool selection based on contribution requirements on ABS/CMBS securitization.
Work with rating agencies and create historical performance matrices (CPR CDR Charge off Recoveries Loss) to project future performance.
Manage cross-functional relationship with the desk IBD transaction management diligence operation controller and technology team to ensure monthly portfolio activities are accurately represented.
Strong communication skills (written and spoken) to translate technical analytics into client-facing insights.

MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD:

Bachelors degree (U.S. or foreign equivalent)

MINIMUM YEARS EXPERIENCE REQUIRED:

0 to 3 years of loans / Fixed income experience or internship in related fields

Preferred Skillsets:

Undergraduate in Finance Economics Mathematics or other STEM related degrees.
Experience with python SQL and reporting tools required.
Experience working with large structured and unstructured datasets (millions/ billions of loan records).
Understanding of fixed income analytics (duration convexity yield modeling).
Familiarity with mortgage or consumer credit performance data.
Ability to operate in high-pressure execution environment with parallel deal flow.

Required Experience:

Key Skills

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About Company

Goldman Sachs

The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.

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