Program Associate, Investment Analytics
Program Associate, Investment Analytics -- Global Atlantic Financial Company (NY, NY): Build & test cashflow projections & pricing models incorporating Moody's Commercial Mortgage Metrics (CMM) & desk assumptions for Commercial Mortgage-Backed Securities & Commercial Mortgage Loans. Leverage Moody's CMM to calculate Expected Losses for Commercial Mortgage Loans (CML) & Commercial Mortgage-Backed Securities (CMBS) & ID key risk drivers. REQ'MTS: Master's in Quantitative Fin'c, Fin'l Eng'g, Stats, or similar quantitative fields of study, + 2 yrs' exp as quantitative analyst or rel role OR Bachelor's in Quantitative Fin'c, Fin'l Eng'g, Stats, or similar quantitative fields of study, + 4 yrs' exp as quantitative analyst or rel role.1 yr's exp in following: working in fixed income mkts & instruments, incl quantitative analytics of commercial mortgage-backed securities & commercial mortgage loans; working w/ Python & using Python data analysis pkgs, such as pandas, numpy, or scipy; applying understanding of dbases to handle complex queries to lrg data tables using Amazon Redshift SQL; building & maintaining bus. intelligence dashboards in Tableau using SQL queries; working w/ Excel & Pivot tables to calculate complex fin'l cashflows & yields; using Intex data to analyze performance & sensitivities of commercial mortgage-backed securities; building & maintaining investment-oriented apps on Beacon platform; & running performance forecasts using Moody's Commercial Mortgage Metrics (CMM) softw to assess default & recovery for commercial RE mortgages. The expected annual base sal for NY NY,
US-based position is $160,000. Pls email resumes to Immigration@gafg.com. Pls specifically incl ref code
C#9283332" in subject line of email when applying. EEO/AAE/V/D.
Required skills
- Investment Analysis
- SEI/CMM
- C#
- Fixed Income
- Python
- SQL
- Knowledge in Excel
- Data Analysis
