Global Banking & Markets - SF Trade Analytics – Analyst - Dallas at Goldman Sachs
Dallas, United States
Job Descrption
The Structured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support Global Market’s mortgage loan trading and banking 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 pricing and analytics in 3rd 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.
Collaborate with the banking team on all principal GS mortgage-backed securities. Responsibilities include:
Perform portfolio collateral analysis.
Provide pool level CPR speeds, loss severity and credit enhancement utilizing rating agency models.
Assist in populate credit memo and PPM materials with outside accountants and lawyers on all GS underwriter transactions.
Evaluate daily mark to market on all MSR warehouse lines. Provide recommendations on OAS spreads given the recent dynamic change in rate environments.
Perform asset pool selection based on contribution requirements on ABS/CMBS securitization. Work with rating agencies and utilize 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.
BASIC QUALIFICATIONS
Bachelor’s degree (U.S. or foreign equivalent)
1 to 3 years of mortgage / loans / fixed income experience in related fields.
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 and Tableau preferred.
Ability to perform under fast-paced environment with tight time constraints.
Superior analytical skills and attention to detail