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

The Goldman Sachs Group; Dallas (TX); On-site; USD 95,000 - 125,000; Full time

Job summary

The Goldman Sachs Group within Global Banking & Markets is seeking a motivated professional for the Structured Finance Analytics team to support the Credit & Asset Finance business. The role will architect optimization frameworks and deliver portfolio-level insights from loan-level data to traders, bankers, and clients.

The successful candidate will perform large-scale data manipulations, conduct analytics on securitization transactions, and own portfolio collateral analysis across the deal

Qualifications

• Bachelor's degree (U.S. or foreign equivalent).
• 0 to 3 years of loans / Fixed income experience or internship in related fields.
• Undergraduate in Finance, Economics, Mathematics, or STEM fields.
• Experience with Python, SQL and reporting tools required.
• Experience 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.

Responsibilities

• Perform large-scale data manipulations across millions of loan-level records delivering portfolio-level insights.
• Act as a client advisor and perform analytics on advisory securitization transactions.
• 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 using python, CAS, and SQL.
• Provide pool level CPR speeds, loss severity and credit enhancement from RA 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 to project future performance.
• Manage cross-functional relationships with the desk, IBD, transaction management, diligence, operation, controller, and technology teams.
• Communicate analytics results clearly to clients and stakeholders.

Skills

Python

SQL

Data analysis

Large datasets

Communication skills

Finance knowledge

Education

Bachelor's degree

Tools

Reporting tools

Job description

TheStructured 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.
• 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.