Quantitative Credit Risk & MBS Valuation Analyst

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 15 Oct 18

A NY based Structured Finance Investment Portfolio is looking for a MBS Risk and Valuation Analyst to join the Investment Management team.

Responsibilities:

  • Fair Value Assessment-Perform daily fair value assessment of the firm’s investment portfolio using Polypaths and Bloomberg
  • Credit Risk-Perform Credit Risk modeling and analysis to identify any impaired credit or changes in market value because of a change in the underlying credit
  • Trade Administration-oversee investment portfolio operational processes
  • Portfolio Reporting-Produce valuation, credit and market risk reports for Senior Management
  • Database Maintenance-identify improvements in data acquisition and analysis to enhance reporting capabilities

Requirements:

  • 3+ years of relevant structured finance (MBS) valuation and risk reporting experience
  • Must have proven experience working with Polypaths Analytic Models and Bloomberg
  • Must have Credit Risk Modeling and credit evaluation experience and skills
  • Must have strong Excel and VBA skills
  • Must have superior statistical and analytic skills
  • Must have Prepayment modeling skills and a background in credit risk/stress testing
  • Must have strong communication skills
  • Must be comfortable working in a dynamic portfolio-trading room environment
  • NO SPONSORSHIP AVAILABLE

Keywords: Risk Reporting, MBS, Credit Risk Modeling, Credit Impairment, Structured Finance, Polypaths, Bloomberg, Fair Value Assessment, Portfolio Management, Excel, Credit Modeling

Please refer to Job 23247- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities Visit www.analyticrecruiting.com