Global Banking & Markets Private Structured Finance Trade Analytics Analyst Dallas

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.