Global Banking & Markets - Structured Finance Trade Analytics, Dallas, Analyst

Goldman Sachs•Dallas, TX

About The Position

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 position sits at the core of securitization execution. A successful candidate will architect optimization frameworks and demonstrate an affinity for a solution-oriented mindset. The successful candidate will be responsible for the following:

Requirements

Bachelor’s degree (U.S. or foreign equivalent)
0 to 3 years of loans / Fixed income experience or internship in related fields
Experience with python, SQL and reporting tools required.
Experience working with large structured and unstructured datasets (millions/ billions of loan records).
Understanding of fixed income analytics (duration, convexity, yield modeling).
Ability to operate in high-pressure execution environment with parallel deal flow.

Nice To Haves

Undergraduate in Finance, Economics, Mathematics, or other STEM related degrees.
Familiarity with mortgage or consumer credit performance data.

Responsibilities

Perform large-scale data manipulations across millions of loan-level records delivering portfolio-level insights and strategic asset selection to traders, bankers and clients using statistical methods.
Act as a client advisor and perform analytics on all advisory securitization transactions including any MBS classes and consumer ABS classes.
Collaborate with clients and work with data from various sources including: Settlement Data Latest Month End Servicer Data TPR due diligence Data Originator Data
Perform data validations and create portfolio level stratification and replines.
Own portfolio collateral analysis across full deal lifecycle – from asset selection, pricing, marketing and closing using python, CAS, and SQL.
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.
Manage cross-functional relationship with the desk, IBD, transaction management, diligence, operation, controller, and technology team to ensure monthly portfolio activities are accurately represented.
Strong communication skills (written and spoken) to translate technical analytics into client-facing insights.