As a Vice President, covering various structured assets and whole loans in our Investment Analytics group, this position will provide important modeling and analytics support to different portfolio management teams. You will help Investment teams to capture risk drivers of different structured assets, understand key features of asset models and explain model results. With a combination of product expertise and quantitative skills, this position will also contribute to generate investment ideas and identify relative value opportunities in related asset areas.
Collect and analyze performance data, build or test models for US commercial assets – mortgage loans, CMBS, Global Real Estate.
Prepare model documentation for validation and regulatory review.
Help implement models in the Analytics Library and contribute to the building of analytics platform
Contribute regular analytics productions for structured products holdings.
Provide other modeling and analytic support to portfolio and risk management teams.
Organizational Structure
This position reports to the Managing Director and Head of Structured Products Modeling group. The structured products modeling team is part of the broader Investment Analytics group. You will work closely and constructively with multiple constituencies including portfolio management, risk management, insurance companies, Finance, and technology.
Position Requirements:
The Ideal Candidate Will Have
Master degree or above in the areas of statistics, economics and finance, Ph.D. a plus.
Minimum 5+yr working experience in related areas.
Strong modeling skills and fixed income knowledge required.
Familiar with large database and related software.
Excellent research experience with structured products, particularly with commercial whole loans and CMBS.
Experience with SAS, R or other statistical software.
Strong communication skills, both oral and written.
Strong team player skills.
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