Mortgage Portfolio Analytics & Due Diligence Associate

The Goldman Sachs Group; Dallas (TX); On-site; USD 180,000 - 240,000; Full time

Job summary

The Goldman Sachs Group, Dallas, Texas, is seeking an Associate for Loan Management & Due Diligence to support the trading desk through NPL/RPL/New Origination bids and to analyze loan pools. You will load and normalize loan-level data, run analytics, and prepare investment committee materials.

You will produce monthly P&L, returns, cash flows, and collateral performance reports, and collaborate with cross-functional teams to ensure data quality and accurate modeling assumptions.

Qualifications

• Candidate must have advanced degree with mortgage cashflow modeling experience.
• Experience building cash flow, prepayment, default, and loss-severity models.
• Strong SQL, Python or R skills and ability to present findings.

Responsibilities

• Support NPL/RPL/New Origination bid analysis and prepare bid packets.
• Back-test models and adjust assumptions with the trading desk.
• Coordinate data quality and post-bid settlement reconciliation with internal systems.

Skills

SQL

Python

R

Quantitative analysis

Education

Master's degree in Quantitative Finance or related field

Bachelor's degree in Quantitative field

Tools

Excel

SQL databases

Data visualization tools

Job description

The Goldman Sachs Group, Dallas, Texas, is seeking an Associate for Loan Management & Due Diligence to support the trading desk through NPL/RPL/New Origination bids and to analyze loan pools. You will load and normalize loan-level data, run analytics, and prepare investment committee materials.

You will produce monthly P&L, returns, cash flows, and collateral performance reports, and collaborate with cross-functional teams to ensure data quality and accurate modeling assumptions.