Global Banking & Markets – Dallas - Vice President, Loan Management & Due Diligence - 3011563

Goldman Sachs•Dallas, TX

2d•Onsite

About The Position

The Vice President, Loan Management & Due Diligence at Goldman Sachs & Co. LLC in Dallas, Texas, is responsible for collaborating with the trading desk on various stages of non-performing, re-performing loan, and new originations bids. This includes normalizing and loading loan level data into internal databases, analyzing and stratifying pools, determining appropriate modeling assumptions, running analytics, and producing bid packets and investment committee memos. The role involves interacting with the Mortgage Banking team for deal securitizations, generating analytics and schedules for governing documents, ensuring accurate loan level data, and assisting transaction managers with diligence items. Key duties also include monthly marking of residential mortgage warehouse positions, collaborating with transaction managers and due diligence teams to ensure accurate reflection of post-bid activities data in systems, and providing monthly quantitative analysis on portfolio performance with actionable strategies. The Vice President will produce detailed monthly reports on P&L, returns, cash flows, and collateral performance across multiple loan portfolios, conduct periodic model back-testing, and recommend modeling assumption adjustments to the trading desk. Furthermore, the role requires collaboration with internal teams such as Data Management, Operations, Technology, and Modeling to ensure data quality, accurate cash processing, and validation of modeling assumptions.

Requirements

Bachelor’s degree (U.S. or foreign equivalent) in Finance, Accounting, Business Administration, Mathematics, Engineering, or a related field
Five (5) years of experience in the job offered or in a related role
Five (5) years of experience with: interacting with multiple stakeholders across different parts of the business, and effectively managing priorities and updates with stakeholders
Five (5) years of experience with: analyzing data, assessing data quality, synthesizing recommendations and initiating actions based on the data analysis that will influence the quality and efficiency of the business
Five (5) years of experience with: performing structured data management and governance, including effective data transformation processes and efficient data modelling principles
Five (5) years of experience with: utilizing data extraction and analysis tools including SQL, Python and Alteryx, and data visualization and reporting tools including Tableau

Responsibilities

Work with the trading desk on various stages of potential non-performing, re-performing loan and new originations bids (NPL/RPL/ New Origination)
Normalize and load loan level data into internal databases
Analyze and stratify pools
Determine appropriate modeling assumptions
Run analytics and produce bid packets and investment committee memos
Interact with the Mortgage Banking team on deal securitizations to produce analytics, schedules for the governing documents, accurate loan level data, and work with transaction managers on diligence items
Work with the desk on monthly marking of residential mortgage warehouse positions
Collaborate with transaction managers and due diligence teams to ensure all post-bid activities data related to final settlement of awarded bids are accurately reflected in the systems
Provide thoughtful monthly quantitative analysis on the key drivers of portfolio performance and recommend actionable strategies to asset managers and the trading desk
Produce detailed monthly reports on P&L, returns, cash flows and collateral performance of the loan portfolio across multiple portfolios
Conduct a periodic model back-testing on the existing portfolio and recommend modeling assumptions adjustments to the trading desk
Collaborate across internal teams (Data Management, Operations, Technology, and Modeling) to ensure the quality of data, accurate cash processing, and validate modeling assumptions