Global Banking & Markets - Public - Dallas - Analyst - SF Trade Analytics

The Structured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support Global Market’s mortgage loan trading and banking business. The team has product expertise across residential assets, consumer loans, real estate, and warehouse financing. The successful candidate will be responsible for the below: JOB DUTIES: • 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: • Perform data validations and create portfolio level stratification and replines from client / internal tapes. • 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 on all GS underwriter transactions. • 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. • Perform monthly structure final package tie outs with accountants and agencies (Fannie/Freddie/Ginnie) for the CMO trading desk. • 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. Basic Qualifications: • Bachelor’s degree (U.S. or foreign equivalent) • 0 to 2 years of Resi loans / Fixed income experience or internship in related fields Preferred Skillsets: • 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 a plus. • Ability to perform under fast-paced environment with tight time constraints. • Superior analytical skills and attention to detail ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. Were committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html © The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity Client Services and Sales Solutions Apply Job!