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

Employer
Analytic Recruiting Inc.
Location
Dallas, USA
Salary
$140k - $175k
Closing date
Sep 21, 2022

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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

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