Job Duties: Program Associate, Investment Analytics with Global Atlantic Financial Company in New York, NY. Build and test cashflow projections and pricing models incorporating Moodys Commercial Mortgage Metrics (CMM) and desk assumptions for Commercial Mortgage-Backed Securities and Commercial Mortgage Loans. Leverage Moodys CMM to calculate Expected Losses for Commercial Mortgage Loans (CML) and Commercial Mortgage-Backed Securities (CMBS) and identify key risk drivers. Conduct research on Single Asset Single Borrower (SASB) CMBS historical payoffs, extension options/executions, and defaults using Intex data to spot market trends and better assess the existing portfolios risk and performance. Calculate scenario yield and weighted average life sensitivities as part of impact analysis of prepayment and extended payoff assumptions. Analyze CML historical performance by calculating combined yields using remittances and future cashflows. Implement and maintain investment-oriented applications on Beacon to improve the efficiency of investment management and build interactive dashboards on Tableau. Run and monitor daily, weekly, and monthly processes to ensure the portfolios data accuracy and quality. Work with senior team members to address various requests from portfolio management teams and other internal stakeholders. Job Requirements: Masters degree in Quantitative Finance, Financial Engineering, Statistics, or similar quantitative fields of study, plus two (2) years of experience as a quantitative analyst or related role OR Bachelors degree in Quantitative Finance, Financial Engineering, Statistics, or similar quantitative fields of study, plus four (4) years of experience as a quantitative analyst or related role. One (1) year of experience in the following: working in fixed income markets and instruments, including quantitative analytics of commercial mortgage-backed securities and commercial mortgage loans; working with Python and using Python data analysis packages, such as pandas, numpy, or scipy; applying understanding of databases to handle complex queries to large data tables using Amazon Redshift SQL; building and maintaining business intelligence dashboards in Tableau using SQL queries; working with Excel and Pivot tables to calculate complex financial cashflows and yields; using Intex data to analyze the performance and sensitivities of commercial mortgage-backed securities; building and maintaining investment-oriented applications on the Beacon platform; and running performance forecasts using Moodys Commercial Mortgage Metrics (CMM) software to assess default and recovery for commercial real estate mortgages. The expected annual base salary for this New York, New York, United States-based position is $160,000. Job Code: C#9283332 Please email resumes to Immigration@gafg.com. Please specifically include reference C#9283332 in the subject line when applying. EEO/AA EMPLOYER/Veterans/Disabled. https://www.globalatlantic.com Please email resume and cover letter to Leah Midtgaard at email address provided. Please specifically include reference to C# 9283332 in cover letter.
