For Recruiters

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

Analytic Recruiting Inc.
Dallas, United States
Posted 29 days ago Remote Permanent $140k - $175k
J
Posted by
Jim Geiger
Executive Recruiter
Capital Markets firm in Dallas is looking for an experienced Quantitative Analyst/Modeler to be responsible for providing independent valuations on mortgage and structured finance assets: RMBS, CMBS, and 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

Job ID  JEG-24531
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