RMBS Securitisation Analytics - Portfolio Strategy Associate

Kensington Mortgages; Greater London; Hybrid; GBP 60,000 - 90,000; Full time

Job summary

Kensington Mortgages, Hybrid – 2 days per week in Canary Wharf, London, is seeking a data analytics professional to support RMBS and SRT transactions. You will build and refine financial models, analyse large mortgage portfolios and provide actionable insights to senior stakeholders and investors.

You will forecast, run scenario analyses and drive automation using SQL, Python and VBA, collaborating with Barclays and other partners to optimise capital efficiency and risk management.

Qualifications

• Experience in structured finance, securitisation, credit analytics, or related capital markets.
• Strong analytical and problem-solving skills.
• Advanced Excel and VBA proficiency.
• SQL and Python experience.
• Excellent communication and stakeholder management.

Responsibilities

• Building and enhancing financial models, cashflow models and analytical tools.
• Analysing large-scale mortgage portfolios and loan-level data.
• Performing forecasting, scenario analysis and portfolio performance monitoring.
• Supporting the execution of RMBS and SRT transactions.
• Producing reports and insights for senior stakeholders, investors and rating agencies.
• Driving automation and process improvements using SQL, Python and advanced analytics.
• Collaborating with teams across Kensington Mortgages, Barclays, investors, auditors and banks.

Skills

Structured finance

Securitisation

Credit analytics

Capital markets

Advanced Excel

VBA

SQL

Python

Stakeholder management

Data modelling

Job description

Kensington Mortgages, Hybrid – 2 days per week in Canary Wharf, London, is seeking a data analytics professional to support RMBS and SRT transactions. You will build and refine financial models, analyse large mortgage portfolios and provide actionable insights to senior stakeholders and investors.

You will forecast, run scenario analyses and drive automation using SQL, Python and VBA, collaborating with Barclays and other partners to optimise capital efficiency and risk management.