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

Job Summary
:

Goldman Sachs is seeking a motivated professional to support the Credit & Asset Finance business within their Structured Finance Analytics team. The role involves performing large-scale data manipulations and analytics on advisory securitization transactions, collaborating with clients, and managing cross-functional relationships to ensure accurate representation of portfolio activities.

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.

Qualifications
:
Required
:

• Bachelor’s degree (U.S. or foreign equivalent)

• 0 to 3 years of loans / Fixed income experience or internship in related fields

• Strong communication skills (written and spoken) to translate technical analytics into client-facing insights

Preferred
:

• 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.

Company
:

Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services. Founded in 1869, the company is headquartered in New York, USA, with a team of 10001+ employees. The company is currently Late Stage.