· Gathers and analyzes monthly remittance reports, company financial statements; industry, regulatory and economic information; new government legislation; and financial periodicals and newspapers.
· Interprets data concerning price, yield, capital structure, cash flows, stability, and future trends of investments.
· Summarizes data describing current and long-term trends in investment risks and economic influences pertinent to investments.
· Prepares reports, including charts and graphs, to illustrate trends, portfolio characteristics and investment profiles.
· Possess strong knowledge of asset-backed securities (ABS), collateralized loan obligation (CLO), mortgage-backed securities (MBS), each investment type's underlying collateral and the fixed income universe.
· Present collateral, structural and servicer credit analysis and independently provide trade recommendations to portfolio managers.
· Collaborate with the securitized products portfolio manager in forming and implementing investment strategies.
· Shares knowledge of securitized market fundamentals with junior analysts.
· Perform active surveillance and risk monitoring of the portfolio and update the team with new findings.
· Build relationship with analysts, traders and sales professionals within the securitized products broker dealer community
· Possess knowledge of various third party resource vendors to aid in the evaluation of securitized products.
· Contribute to all formal reports and processes that enable the efficient and transparent oversight of the securitized portfolio.
· Performs other duties as assigned.
EDUCATION AND/OR EXPERIENCE:
Bachelor's degree (B.A.) from four-year college or university; and five to eight years of related experience and/or training.Proficient with Intex, Bloomberg and Excel.
·Ability to work with mathematical concepts.
·Ability to create and maintain sophisticated financial models.
·Ability to apply mathematical applications to tasks.