Treasury Manager Valuation and Rate Analytics - RMBS, CMBS, ABS

Responsibilities:

Lead the development of the firm's structured products valuation models for RMBS, CMBS, ABS, and Commercial Loans.

• Provide valuations of structured products for the firm’s portfolio
• Provide input into the valuation models
• Provide mortgage and structured products market information
• Perform collateral and portfolio metrics on portfolio holdings

Requirements:

• Must have 5+ years of Mortgage Market Investment Analysis experience
• Must have previous investment valuation experience
• Must have INTEX or AD-Co experience
• Must have proven hands-on experience with data analysis
• Must have database management skills
• Must have strong Python, SQL, Microsoft Office and VBA skills
• Must have knowledge of PD, LGD, and EAD concepts
• Must have superior communication skills
• Must have great attention to detail
• Must have a passion for statistical modeling of structured assets

Keywords: Valuation, Intex, SQL, Mortgages, RMBS, ABS, CMBS, CFA

Please send resume to Jim Geiger jeg@analyticrecruiting.com