Global Banking & Markets, Loan Management, SF Trade Analytics, Analyst/Associate

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 successful candidate will be responsible for the below:

JOB DUTIES:

• Act as a client advisor and perform analytics on all principal and 3^rd party securitization transactions including but not limited: NPL, RPL, PJ, Agency, Non-QM, SFR, MSR, Investor Occupied, Second Lien, Fix and Flip, iBuyer and Mortgage Insurance Linked Notes. Responsibilities include:
  • Collaborate with client and perform data tape creation from various resources including:
    • Settlement Data
    • Latest Month End Servicer Data
    • TPR due diligence Data
    • Originator Data
  • Perform data validations and create portfolio level stratification and replines.
  • Perform portfolio collateral analysis.
  • 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.
• Evaluate daily mark to market on all MSR warehouse lines. Provide recommendations on OAS spreads given the recent dynamic change in rate environments.

• Manage cross-functional relationship with the desk, IBD, transaction management, diligence, operation, controller, and technology team to ensure monthly portfolio activities are accurately represented.

MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD:

Bachelor's degree (U.S. or foreign equivalent)

MINIMUM YEARS EXPERIENCE REQUIRED:

• 0 to 3 years of Resi loans / Fixed income experience or internship in related fields for analyst.
• 3 years of experience for associate.

Preferred Skillsets:

• Undergraduate in Finance, Economics, Mathematics, or other STEM related degree
• Big four accounting firm experience in collateral analytics and RA runs on RMBS/CMBS deals strongly preferred.
• Advanced Excel skills with knowledge in advance functions such as vlookup, sumproducts, index/matches, indirects etc.
• Technical Skills including CAS, Excel VBA, SQL preferred. Knowledge in Python huge plus.
• Ability to perform under fast-paced environment with tight time constraints.