AVP, SPECIAL PROJECTS

Bayview Asset Management, LLC; New York (NY); Ibrido; USD 190.000 - 195.000; Tempo pieno

Descrizione del lavoro

Bayview Asset Management LLC is seeking an AVP, Special Projects in New York to join the research group. You will develop statistical and ML models, forecast defaults, and build cash flow engines for consumer financial products while supporting investment teams.

The role requires a Master’s degree and 4+ years in a data-driven environment, with Python and SQL proficiency, and the ability to communicate complex analyses to stakeholders. Hybrid schedule available.

Competenze

• Master’s degree in a relevant field and four (4) years of data-driven experience.
• Experience conducting credit analysis on a broad range of consumer financial products.
• Direct deal evaluation across full lifecycle: underwriting, yield analysis, negotiations, term sheets, and legal docs.
• Experience evaluating investment opportunities across deal pipelines with large-scale loan datasets.
• Developing statistical, stochastic, or ML models to forecast defaults etc.
• Leading portfolio surveillance and risk management with dashboards.

Mansioni

• Analyze performance of consumer financial products and loans.
• Apply statistical or ML methods to uncover borrower and lender behavior trends.
• Develop cash flow engines for consumer financing products.
• Evaluate future cash flows for investments and monitor risk metrics.
• Design dashboards to monitor portfolio performance and key risk indicators.
• Collaborate with investment teams and communicate quantitative insights.

Conoscenze

Analytical thinking

Communication to stakeholders

Dashboard storytelling

Formazione

Master's degree in hard science, OR, math, CS, engineering, or finance

Strumenti

Python (pandas, NumPy, SciPy, scikit-learn)

SQL

Descrizione del lavoro

POSITION: AVP, Special Projects

Overview

Bayview Asset Management LLC seeks:

POSITION: AVP, Special Projects

DESCRIPTION

Serve within the research group at Bayview Asset Management, which develops statistical models, conducts qualitative and quantitative analyses for the valuations of mortgages, consumer financial products, and other credit-related assets to support the investment teams across the whole firm. Responsibilities include:

• Analyzing the performance of consumer financial products (e.g. home improvement loans, solar loans/lease, personal loans, student loans, auto loans);
• Utilizing statistical analyses and/or machine learning techniques to develop insight into borrower, servicer and lender behavior to identify trends and outliers;
• Developing statistical modelling to forecast future behavior;
• Developing and maintaining cash flow engines for consumer financial products;
• Evaluating future cash flow for investments;
• Developing efficient data management, surveillance and quality assurance procedures for all internal and external data sources;
• Performing ad-hoc quantitative analysis on various investment opportunities.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

REQUIREMENTS

Master’s degree or foreign equivalent in hard science, operations research, math, computer science, engineering, or finance, and four (4) years of experience working in a data driven environment. Requires 4 years of experience in/with the following:

• Conducting credit analysis on a broad range of consumer financial products, including but not limited to point-of-sale BNPL, marketplace lending (MPL) unsecured consumer loans,
• recreational vehicle loans and small business loans.
• Direct deal evaluation, involving throughout the full deal lifecycle, including credit underwriting, base and stress-case yield analysis, deal negotiations, term sheet and legal document
• review, post-close performance monitoring, and quarterly valuation analysis.
• Evaluating investment opportunities across the deal pipeline, performing quantitative analysis on large-scale loan-level datasets and delivering comprehensive credit assessments,
• conducting asset-level unlevered and deal-level levered cash flow analysis, credit policy reviews, assessments of underwriting standards, and detailed reviews of structural provisions
• within term sheets and legal documentation.
• Developing statistical, stochastic, or machine learning models to forecast defaults, prepayments, delinquencies, recoveries, etc.
• Leading portfolio surveillance and risk management, including the design and development of interactive dashboards to monitor portfolio performance and key risk indicators.
• Monitoring cumulative losses, CDRs, CPRs, recoveries, ROA, ROE, WAC, WA FICO, and other portfolio performance metrics to support post-close portfolio monitoring, investment
• evaluation, and risk management decision-making.
• Building and maintaining cash flow engines for consumer finance or structured credit investments across forward flow, mezzanine financing, and bulk purchase transaction structures.
• Programming experience in Python (pandas, NumPy, SciPy, scikit-learn) and SQL for financial modeling, automation, data analysis, and large-scale data management.
• Communicating quantitative analysis, portfolio insights, and investment recommendations effectively to both technical and non-technical stakeholders.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

HOURS

Monday through Friday, 40 hours per week

LOCATION

New York, New York

This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

SALARY RANGE

$190,000 - $195,000 per year

This notice is being provided as a result of the filing of an application for alien employment certification for the job offered. Any person may provide documentary evidence bearing on the application to the U. S. Department of Labor, Certifying Officer, Employment and Training Administration, 200 Constitution Ave. NW, Room N-5311, Washington, D.C. 20210