Vice President, Data Management & Quantitative Analysis II

About the Role

Key Responsibilities

• Work with internal and external datasets and client reference data to develop financial and tax models for analyzing asset performance, securities data, or other structured finance concepts.
• Interpret legal verbiage in securitization documents and translate it into mathematical and economic models through cash-flow waterfall and tax models.
• Code payment and tax reporting rules using programming languages such as Python and Visual Basic.
• Provide guidance to and review reports and calculations of junior analysts, and translate complex technical concepts to non-technical audiences.
• Apply techniques such as SQL querying and macro development to extract data for models and user-defined tools.
• Work in a high-intensity and fast-paced environment.

Requirements

• Bachelor's degree or the equivalent; advanced degree in qualitative analysis preferred.
• 7-10 years of experience, with 4+ years in asset-backed securities (RMBS, ABS, RESEC, CMBS, MILN, etc.) preferred.
• Knowledge of Bond Mathematics and Tax Reporting concepts preferred.
• Experience coding in Python and Visual Basic, and developing database queries.
• Experience with Access and other database applications.

Nice to Have

• Advanced degree in qualitative analysis.

Qualifications

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

Benefits & Perks

• Highly competitive compensation, benefits, and wellbeing programs.
• Access to flexible global resources and tools.
• Paid leaves, including paid volunteer time, to support personal and family moments.