Securitization Analytics & Trade Desk Analyst

Goldman Sachs; Dallas (WV); On-site; USD 90,000 - 140,000; Full time

Job summary

Goldman Sachs is seeking a motivated professional to support the Credit & Asset Finance business within the Global Banking & Markets division. You will architect optimization frameworks and perform large-scale data manipulations to deliver portfolio insights for traders, bankers, and clients.

You will own portfolio collateral analysis across the deal lifecycle using Python, CAS, and SQL, and work with rating agencies to project future performance.

Qualifications

• Bachelor’s degree (U.S. or foreign equivalent)
• 0 to 3 years of loans / Fixed income experience or internship in related fields
• Experience with python, SQL and reporting tools
• 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

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 including MBS and consumer ABS classes.
• 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.

Skills

Python

SQL

Data analysis

Communication

Client advisory

Education

Bachelor's degree in Finance, Economics, Mathematics

Tools

CAS

Excel

Reporting tools

Job description

Goldman Sachs is seeking a motivated professional to support the Credit & Asset Finance business within the Global Banking & Markets division. You will architect optimization frameworks and perform large-scale data manipulations to deliver portfolio insights for traders, bankers, and clients.

You will own portfolio collateral analysis across the deal lifecycle using Python, CAS, and SQL, and work with rating agencies to project future performance.