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Loan Management is seeking an Analyst to support Global Market’s Mortgage Loan Trading and Banking trades. The successful candidate will be responsible for the analysis of performing and non-performing loan acquisitions, sales, securitizations, P&L reporting, and back-testing.
Responsibilities
- Work with the trading desk on various stages of potential non-performing ,re-performing loan and new originations bids (NPL/RPL/ New Orig), normalize and load loan level data into internal databases, analyze and stratify pools, determine appropriate modeling assumptions, run analytics and produce bid packets and investment committee memos
- Interact with the Mortgage Banking team on deal securitizations to produce analytics, schedules for the governing documents, accurate loan level data, and work with transaction managers on diligence items
- Work with the desk on monthly marking of residential mortgage warehouse positions
- Collaborate with transaction managers and due diligence teams to ensure all post-bid activities data related to final settlement of awarded bids are accurately reflected in the systems
- Provide thoughtful monthly quantitative analysis on the key drivers of portfolio performance and recommend actionable strategies to asset managers and the trading desk
- Produce detailed monthly reports on P&L, returns, cash flows and collateral performance of the loan portfolio across multiple portfolios
- Conduct a periodic model back-testing on the existing portfolio and recommend modeling assumptions adjustments to the trading desk
- Collaborate across internal teams (Data Management, Operations, Technology, and Modeling) to ensure the quality of data, accurate cash processing, and validate modeling assumptions
Qualifications
- Undergraduate in Finance, Economics, Mathematics, or other STEM related degree.
- Superior analytical skills and attention to detail
- Exceptional communication skills with the ability to manage internal and external relationships
- Advanced Excel skills with knowledge in advance functions such as vlookup, ifs, sumproducts, index/matches, etc.
- Technical Skills including CAS, Excel VBA, SQL Programming and Tableau a huge plus
- Ability to perform under fast-paced environment with tight time constraints
Source: Goldman Sachs Career Page
