Firm: An Alternative Investment Manager

Role: Securitized Product Investment Analyst

Role overview:

Monitor and review industrial research reports on structured credit markets and produce summary reports for the group with thoughtful recommendations.

• Analyze underlying assets, credit enhancement structures, cash flow dynamics, and other relevant factors influencing the performance and risk of structured credit products.

• Evaluate credit quality, default probabilities, recovery rates, and other credit metrics to assess investment opportunities and risks.

• Perform prepayment analysis and utilize Yield Book (YB) to analyze trade ideas and portfolio strategies.

• Analyze transactions and cash flows to make investment recommendations.

• Monitor and perform monthly surveillance of assets in the portfolio and assess portfolio performance relative to expectations.

• Generate and manage reporting functions for the group in monitoring trading activities, supporting accounting requirements, and other regulatory compliance needs. •

Responding to various ad hoc requests from members of the team.

SKILLS/KNOWLEDGE/ABILITIES:

• Strong understanding of structured credit products (Consumer ABS preferred)

• Proficiency in financial modeling, and statistical analysis

• Programming languages (Python, R) is a bonus but not essential

• Excellent analytical skills, attention to detail, and ability to interpret complex financial data.

• Effective communication and presentation skills, with the ability to convey technical concepts to non-technical stakeholders.

• Ability to work independently as well as collaboratively in a fast-paced, dynamic environment.

• Strong work ethic, professionalism, and commitment to integrity and ethical conduct.