Vice President - GMK4545250

Location(s) US-TX-Dallas
Job ID
2020-64085
Schedule Type
Full Time
Level
Vice President
Function(s)
Data Analytics, Trading
Region
Americas
Division
Global Markets
Business Unit
Loan Management
Employment Type
Employee

MORE ABOUT THIS JOB

Vice President w/ Goldman Sachs & Co. LLC in Dallas, TX.

 

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS

Duties: Vice President w/ Goldman Sachs & Co. LLC in Dallas, TX. Work with the trading desk on various stages of potential non-performing and re-performing residential loan bids (NPL/RPL), normalize and load loan level data into internal databases, analyze and stratify pools, determine appropriate modeling assumptions, run analytics and produce bid packets; work with the desk on monthly marking of residential mortgage warehouse positions. Provide thoughtful monthly quantitative analysis on the key drivers of portfolio performance and recommend actionable strategies to asset managers and the trading desk. Produce detailed monthly reports on P&L, returns, cashflows and collateral performance of the loan portfolio across multiple portfolios. Conduct a periodic model back-testing on the existing portfolio and recommend modeling assumptions adjustments to the trading desk. Collaborate across internal teams (Data Management, Operations, Technology, and Modeling) to ensure the quality of data, accurate cash processing, and validate modeling assumptions. Review P&L produced by controllers and perform variance analysis (i.e estimate vs actual P&L). Supervise three (3) analysts.

 

Job Requirements: Bachelor’s degree (U.S. or foreign equivalent) in Finance, Accounting, Business, Economics, or a related Engineering discipline, with four (4) years of experience in the job offered or a related position dealing with residential markets, including pricing and collateral analysis. Prior work experience must include four (4) years with: Fixed income cash flow modeling; Expertise in SQL, CAS, Intex Deal Maker and other 3rd party reporting platform (Tableau); Identifying and managing risk, including proposing risk mitigation strategies and presenting to senior management; and Supporting a team of professionals and contributing to team development by mentoring and training junior team members. Prior work experience must include three (3) years with: FV and HFI PCI accounting framework for mortgage loans; and Mortgage Asset Management.

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHS


At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity