Global Banking & Markets - Public - Dallas - Analyst / Associate - SF Trade Analytics

Job Description

TheStructured 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.
• Perform monthly structure final package tie outs with accountants and agencies (Fannie/Freddie/Ginnie) for the CMO trading desk.
• 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.
  

Basic Qualifications

• Bachelor’s degree (U.S. or foreign equivalent)
• 0 to 3 years of Resi loans / Fixed income experience or internship in related fields
• 3 years of experience for Associate
  
  

Preferred Qualifications

• 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.
  
  

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