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

Descrizione del lavoro:

The Structured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support the Credit & Asset Finance business. The 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:
Bachelor's 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