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Global Banking & Markets - Structured Finance Trade Analytics, Dallas, Analyst
entry · Corporate Finance
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:
JOB DUTIES:
- 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.
- Collaborate with clients and work with data from various sources including:
- 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.
MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD:
Bachelor’s degree (U.S. or foreign equivalent)
MINIMUM YEARS EXPERIENCE REQUIRED:
0 to 3 years of loans / Fixed income experience or internship in related fields
Preferred Skillsets:
- 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.