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

Goldman Sachs is seeking a motivated professional to join the Structured Finance Analytics team under the Global Banking & Markets division. The successful candidate will support the Credit & Asset Finance business by performing analytics on securitization transactions and managing cross-functional relationships to ensure accurate representation of portfolio activities.

What you'll do:

• Act as a client advisor and perform analytics on all principal and 3rd party securitization transactions including but not limited: NPL, RPL, PJ, Agency, Non-QM, SFR, MSR, Investor Occupied, Second Lien, Fix and 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, Moodys, 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

What they're looking for:

• 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 advance 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