Global Banking & Markets, Loan Management, SF Trade Analytics, Analyst​/Associate - Dallas

Job Description

The Structured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support the Credit & Asset Finance business. The team has product expertise across residential assets, consumer loans, real estate, and warehouse financing.

• Act as a client advisor and perform analytics on all principal and 3rd party securitization transactions including but not limited to: NPL, RPL, PJ, Agency, Non-QM, SFR, MSR, Investor Occupied, Second Lien, Fix & Flip, iBuyer and Mortgage Insurance Linked Notes.
  
  Responsibilities include:
  • Collaborate with client and perform data tape creation from various resources including:
    • Settlement Data
    • Latest Month End Servicer Data
    • TPR due diligence Data
    • Originator Data
  • Perform data validations and create portfolio level stratification and replines.
  • Perform portfolio collateral analysis.
  • Provide pool level CPR speeds, loss severity and credit enhancement from RA (Fitch, KBRA, Moody's, 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.
• Evaluate daily mark to market on all MSR warehouse lines. Provide recommendations on OAS spreads given the recent dynamic change in rate environments.
• Manage cross‑functional relationship with the desk, IBD, transaction management, diligence, operation, controller, and technology team to ensure monthly portfolio activities are accurately represented.

• Bachelor’s degree (U.S. or foreign equivalent)

• 0 to 3 years of Resi loans / Fixed income experience or internship in related fields for analyst.
• 3+ years of experience for associate.

• Undergraduate in Finance, Economics, Mathematics, or other STEM related degree.
• Big four accounting firm experience in collateral analytics and RA runs on RMBS/CMBS deals strongly preferred.
• Advanced Excel skills with knowledge in advanced functions such as VLOOKUP, SUMPRODUCTS, INDEX/MATCHES, INDIRECTs etc.
• Technical skills including CAS, Excel VBA, SQL preferred. Knowledge in Python huge plus.
• Ability to perform under fast‑paced environment with tight time constraints.