What are the responsibilities and job description for the Portfolio Analytics Lead position at AMIP Management?
At AMIP Management, we are seeking a highly skilled Portfolio Analytics Lead to join our team.
About the Role
The Vice President, Portfolio Analytics will work closely with the COO, CIO, trading desk, asset managers and investors to create proprietary statistical models, custom portfolio stratifications and other reports used for investment management, risk management and operations.
Key Responsibilities
- Lead efforts to develop and automate production of portfolio reports on securitized and individual non-performing, re-performing and non-QM mortgages and real estate.
- Develop, enhance, and maintain financial models utilized to make investment decisions and provide on-going portfolio fair market valuations.
- Mine historical data to provide insights on portfolio exposure and risks and incorporate into models used for bidding and valuing portfolios and producing loan and portfolio analytics.
The ideal candidate will bring experience building and maintaining financial models and reporting analytics for RMBS or whole loan mortgage portfolios, including exceptional analytical and data science/management skills, strong Microsoft Excel and SQL expertise, and programming ability in VBA, R, Python or equivalent is preferred.
Requirements
- Bachelor's degree in computer science, applied math, economics, data science or related technical degree.
- Strong SQL/VBA and exceptional MS Excel skills required.
- 2 years of experience with programming languages such as VBA, Python, R, C#, C preferred.
