Job Description
Prepare and normalize raw collateral and deal data into analyzable fields, performing quality checks and flagging anomalies or inconsistencies (including developing a strong understanding of data definitions, reporting conventions, and how collateral characteristics impact performance and valuation across multiple asset classes)Perform pool, portfolio, and transaction analytics using internal models and agreed-upon assumptions, working with trading, structuring, sales, banking and other partners on custom scenarios and sensitivities (framing key drivers and trade-offs, identifying assumption sensitivities, and articulating implications for pricing, risk, and execution)Support financing and securitization analysis by assessing structural considerations at a high level, including concepts such as credit enhancement and loss coverage, advance rates and haircuts, and key term comparisons across market conventionsMaintain and use internal databases and tracker...