Vice President, Data Management & Quantitative Analysis I

About the Role

Key Responsibilities

• Working with internal and external datasets and client reference data, and providing analysis in the development of financial models for analyzing asset performance, securities data, or other structured finance related sophisticated concepts.
• Interpreting legal verbiage found in securitization documents and translating it into the mathematics and the economics of the transaction through a cash-flow waterfall model.
• Coding payment rules using programming languages such as Python.
• Building investor reports that include distributions to the holders and high-level asset level information.
• Providing guidance to, and reviewing the reports and calculations of junior analysts, as well as translating complex technical concepts and analyses to non-technical audiences.
• Working in a high-intensity and fast-paced environment.

Requirements

• Bachelor's degree or the equivalent.
• 6+ years of work experience in asset-backed securities (RMBS, ABS (Esoteric and Traditional, RESEC, CMBS, MILN, etc.)
• Knowledge in bond mathematics.
• Experience coding in Python.

Qualifications

• Bachelor's degree or equivalent.
• 6+ years of relevant experience in asset-backed securities.

Benefits & Perks

• Highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence.
• Access to flexible global resources and tools for personal and professional development.
• Generous paid leaves, including paid volunteer time, to support employees and their families.
• Market-competitive salary, with the base salary expected to be between $66,000 and $110,000 per year, depending on experience and location, plus potential bonuses and incentive packages.