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

Goldman Sachs • Dallas, TX

7h

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 

Nice To Haves

• Undergraduate in Finance, Economics, Mathematics, or other STEM related degrees.
• 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).
• Familiarity with mortgage or consumer credit performance data.
• Ability to operate in high-pressure execution environment with parallel deal flow.

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. Responsibilities include:  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. 

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level