Securitization Analytics & Trade 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

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