Sr. Director, Data Analytics Modeling and Portfolio Management

New York Life Insurance Co•New York, NY

4d•$184,000 - $250,000•Hybrid

About The Position

The ideal candidate will help to structure and model new Asset backed and Mortgage-Backed private transactions utilizing Intex Deal Maker and Excel among other tools with an eye to capital efficiency and our regulatory regime. In addition, the role will work to enhance reporting to effectively evaluate and communicate performance of the underlying assets and ongoing risk adjusted returns at the deal, sector and portfolio levels. This work will inform on consumer and commercial asset trends and will work closely with deal teams to ensure proper new transaction pricing and risk assessment. Last the role will work to proactively monitor existing holdings to better integrate with accounting, operations, internal legal and pricing. The position is being created to contribute to a growing platform of securitized financing and loan pool purchase opportunities in consumer and commercial finance, mortgage finance, renewable-energy, aviation, rail, container and other specialty finance sectors.

Requirements

15+ years of Structured Finance modeling and data analytics experience specifically with Private ABS and Residential Mortgages/Securities.
Bachelor's Degree required
A strong background in credit research
Excellent written and presentation skills
Experience with cashflow modeling, scenario and sensitivity analysis for asset-backed transactions.
An assertive self-starter with a positive attitude

Nice To Haves

MBA or CFA preferred

Responsibilities

Structure and model new Asset backed and Mortgage-Backed private transactions utilizing Intex Deal Maker and Excel among other tools with an eye to capital efficiency and our regulatory regime.
Enhance reporting to effectively evaluate and communicate performance of the underlying assets and ongoing risk adjusted returns at the deal, sector and portfolio levels.
Inform on consumer and commercial asset trends and work closely with deal teams to ensure proper new transaction pricing and risk assessment.
Proactively monitor existing holdings to better integrate with accounting, operations, internal legal and pricing.