Senior Credit Risk Transfer Research Analyst

KVR Consultant
Washington, DC
May 19, 2017
May 22, 2017
Analyst, Research
Full Time
We are seeking an experienced associate to fill a market-facing publishing researcher role supporting Capital Markets risk sharing initiatives. The individual will be responsible for delivering insights into historical credit and prepayment performance for single family mortgages in the context of credit risk transfer (CRT) product offerings. Resulting insights are intended to inform risk sharing investors on the nature of the risk they are acquiring. Responsibilities include developing analytics-based data-driven investor marketing materials, identifying topics and issues for research, developing analysis in collaboration with other analysts, assembling resulting insights into impactful presentations, and delivering the insights to both internal and external interested parties. KEY JOB FUNCTIONS Collaborate with team members to generate insightful analysis of Risk Transfer product performance Collaborate with deal teams and marketing teams to prepare investor marketing materials and publications Deliver resulting analysis to stakeholders, both internal and external, in a thoughtful, clear and engaging way Work in a dynamic environment with emphasis on continuous learning and focus on innovative ideas and teamwork Incorporate structured and unstructured data analysis to discover new insights into Credit Risk valuation and performance Keep abreast with external research into the mortgage credit risk transfer space and new structures Qualifications: EDUCATION Bachelor's Degree or equivalent required Master's degree in Finance, Economics, or a quantitative discipline preferred MINIMUM EXPERIENCE 6+ years of related experience 8+ years of related work experience preferred SPECIALIZED KNOWLEDGE & SKILLS Business Knowledge Thorough understanding of mortgage credit performance and related models Familiarity with historical credit performance and data Experience analyzing Agency and non-Agency RMBS securities Understanding of fixed income investment portfolio management preferred Technical Understanding of probability, statistical inference, and numerical analysis Experience with structured finance, credit risk valuation and pricing, credit risk models, and credit risk transfer vehicles (preferred) Enthusiasm to analyze large data sets and work on hard, ill-defined problems Expert level proficiency in one or more of: SAS, R, SQL, Python, Tableau Ability to communicate abstract concepts and analysis results using creative visualizations Intangibles Strong technical writing and communication skills; ability to explain complicated concepts in simple terms Excellent interpersonal skills and team player mentality Creative and self-motivated Excellent analytic and problem-solving skills Ability to develop proficiency in new skills rapidly Salary: 135000

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