Financial Engineering Analyst

  • Negotiable
  • Jacksonville, FL, USA
  • Permanent, Full time
  • Deutsche Bank - US
  • 14 Feb 18 2018-02-14

Job Description

Deutsche Bank's Structured Credit group is looking for an Analyst to join the financial engineering team in Jacksonville, FL. The candidate must possess creativity and technical expertise within quantitative methods and analytical finance. The candidate must have expertise in utilizing quantitative techniques in collateral analysis, securitization, and structural analysis - across multiple asset classes, investor preferences and issuer requirements. The individual must be able to operate independently as well as have the ability to work effectively within a team.

Role -

  • Perform detailed collateral analysis on pools of residential and commercial mortgage loans.
  • Use stratifications and other reporting tools to effectively convey pool characteristics, concentrations, distributions, and risks. Proactively determine missing, incomplete, and inaccurate information.
  • Serve as the primary point of contact between the team and clients, rating agencies, attorneys, accountants, and others on all matters related to collateral characteristics and analysis.
  • Over time learn to contribute to modeling and bond structuring, default and prepayment scenario analysis, and credit analysis.

Requirements -

  • 1-3 years experience in Asset Backed Securities\/Residential Mortgage Backed Securities (ABS\/RMBS) and structured product collateral analysis, preferably with experience in residential and\/or commercial mortgages.
  • Knowledge of the software package CAS (Collateral Analysis System) and its uses in collateral analysis, stratification, and repline creation.
  • Understanding of asset level exit strategies, such as the collateral liquidation process and government sponsored refinance programs.
  • Exposure to cashflow modeling and bond structuring a plus.
  • Understanding of transaction legal documents and rating agency methodologies.
  • Excellent Excel skills required, ability to develop customized spreadsheet applications and VBA coding experience a strong plus.
  • Knowledge of database applications.
  • Strong analytical and fixed income math skills required.
  • Strong independent problem solving skills and excellent communication skills required.
  • Knowledge of Intex, Bloomberg and other market data sources a plus.
  • Candidate must have a strong interest in building a career in Securitization.

Personal Qualifications and Skills -

  • Excellent communication skills, work ethic, and temperament, especially in time-critical and pressure situations.
  • Ability to work on various ad hoc projects related to the capital markets function with limited guidance.
  • Ability to work in a complex environment as a significant idea contributor and team player in situations involving multiple geographic and financial markets.
  • A college degree preferably in mathematics, statistics, science or engineering is strongly preferred.

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