The candidate will be joining the strategy group at Bayview Asset Management, which supports the firm’s structured products trading team. This role will work closely with the portfolio management team to develop relative value trading ideas, trading applications, ad hoc quantitative models and risk analytics. Work across the firm with the Research and IT teams to facilitate data management and model development.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
• Support, maintain and improve the current quantitative and qualitative evaluation of structured products, including RMBS, CMBS, CLO and ABS;
• Perform quantitative analysis on collateral performance and figure out the key performance drivers;
• Build collateral cash flow model to evaluate the ROA of collateral;
• Assist in the review and analysis of new investment opportunities, both new issue and secondary structured products;
• Other duties as needed or required.
EDUCATION AND EXPERIENCE:
• Candidates typically possess a master degree in a hard science, math, computer science, engineering or finance;
• Strong quantitative skills including but not limited to data cleaning, clustering and classification, pattern recognition, time series and regression analysis with industry data;
• Prior experience in structured finance, including but not limited RMBS, CMBS, CLO and ABS, is a plus;
• SQL skills or prior experience with similar data processing languages is highly preferred;
• Good written and verbal communication skills;
• Strong attention to detail exercise and strong quality control over own work