Goldman Sachs（高盛）岗位：Global Banking & Markets, Loan Management, SF Trade Analytics, Analyst/Associate - Dallas（Global Banking & Markets · Analytics & Reporting） 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 successful candidate will be responsible for the below: JOB DUTIES: • Act as a client advisor and perform analytics on all principal and 3rd party securitization transactions including but not limited: NPL, RPL, PJ, Agency, Non-QM, SFR, MSR, Investor Occupied, Second Lien, Fix and Flip, iBuyer and Mortgage Insurance Linked Notes. Responsibilities include: • Collaborate with client and perform data tape creation from various resources including: • Settlement Data
• Latest Month End Servicer Data
• TPR due diligence Data • Originator Data • Perform data validations and create portfolio level stratification and replines.
• Perform portfolio collateral analysis.
• 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.
• Evaluate daily mark to market on all MSR warehouse lines.
Provide recommendations on OAS spreads given the recent dynamic change in rate environments.
• Manage cross-functional relationship with the desk, IBD, transaction management, diligence, operation, controller, and technology team to ensure monthly portfolio activities are accurately represented.
MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD: Bachelor’s degree (U.S. or foreign equivalent)
MINIMUM YEARS EXPERIENCE REQUIRED:• 0 to 3 years of Resi loans / Fixed income experience or internship in related fields for analyst.
• 3
years of experience for associate.
Preferred Skillsets:• Undergraduate in Finance, Economics, Mathematics, or other STEM related degree
• Big four accounting firm experience in collateral analytics and RA runs on
RMBS/CMBS deals strongly preferred.
• Advanced Excel skills with knowledge in advance functions such as vlookup, sumproducts, index/matches, indirects etc. • Technical Skills including CAS, Excel VBA, SQL preferred.
Knowledge in Python huge plus.
• Ability to perform under fast-paced environment with tight time constraints.