myGwork
Senior Data Management Professional - Cash Flow Modeling - Agency Securitized Pr
myGwork, New York, New York, United States,
This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community.
The Structured Products market makes up nearly $10 trillion of US public and private bond market debt. Banks use financial engineering to transform a variety of assets, such as residential and commercial mortgages, CLO’S, auto and student loans, and credit card debt, into securities that are structured to meet nearly any investor appetite. Our goal is to provide accurate data and analytics across this asset sector for our customers.
Our clients cover all aspects of Structured Products including, but not limited to, structuring, pricing, and accounting. We aim to ensure our product is essential to each client’s diverse workflow needs by delivering reliable and timely data in an easily consumable form.
The team:
We are responsible for creating and maintaining a large library of cash flow models and data for these securities. Cash flow models are required, along with prepayment and credit assumptions, in order to price these securities accurately.
What's the role?
You will be creating cash flow models primarily for the Agency Collateralized Mortgage Obligations (CMO) asset sector with the potential to cover other asset sectors including Collateralized Loan Obligations (CLO), Residential Mortgage Backed Securities (RMBS), Commercial Mortgage Backed Securities (CMBS), and various Asset Backed Securities (ABS, Credit Card, Auto, SLABS). You will also be developing groundbreaking tools to improve the accuracy and coverage of our product, as well as to improve the efficiency and quality of supporting processes.
We are working on projects to improve the infrastructure necessary to help us meet our goal of providing cash flows and advanced analytics for all varieties of structured products. As part of our team, your contributions will be crucial to the development and growth of our product. You will be asked to work closely with our software developers and product partners to ensure our product’s capabilities and offerings are world class in order to meet the requirements of our clients, which include groups within Bloomberg, our core terminal customers, and our enterprise services subscribers.
We’ll trust you to:
Reverse engineer and manage a large library of Agency cash flow models in a Python-based platform that are crucial to buy/sell side consumersCommunicate with lead managers and other clients to properly create, update, and validate cash flow models based on offering documents and preliminary informationCollaborate with our developers to design and implement internal system tools, test validations automated product reports, and workflows solutionsProactively lead initiatives by driving definition of requirements, project estimations, sprint scheduling, risk mitigation, and tactical deploymentYou’ll need to have:
4+ years professional experience in cash flow modeling, data driven analytical work, or programmingA BA/BS degree (or higher) in a STEM field, and/or an equivalent combination of education, and/or related professional experienceStrong communication, attention to detail, analytical and problem-solving skillsAbility to take on detailed assignments in a fast-paced environmentFamiliarity with computer programming languages and concepts, such as data modeling/structures, algorithms, and object-oriented designCommitment to enhancing our full suite of Agency product offeringsExperience with Python, Unix, JIRAWe'd love to see:
Knowledge or experience in Agency, other Structured Products, such as RMBS, ABS, CMBS, or CLO or Fixed IncomeKnowledge of statistics and advanced data management practicesDoes this sound like you?
Apply if you think we're a good match! We'll get in touch to let you know what the next steps are.
The Structured Products market makes up nearly $10 trillion of US public and private bond market debt. Banks use financial engineering to transform a variety of assets, such as residential and commercial mortgages, CLO’S, auto and student loans, and credit card debt, into securities that are structured to meet nearly any investor appetite. Our goal is to provide accurate data and analytics across this asset sector for our customers.
Our clients cover all aspects of Structured Products including, but not limited to, structuring, pricing, and accounting. We aim to ensure our product is essential to each client’s diverse workflow needs by delivering reliable and timely data in an easily consumable form.
The team:
We are responsible for creating and maintaining a large library of cash flow models and data for these securities. Cash flow models are required, along with prepayment and credit assumptions, in order to price these securities accurately.
What's the role?
You will be creating cash flow models primarily for the Agency Collateralized Mortgage Obligations (CMO) asset sector with the potential to cover other asset sectors including Collateralized Loan Obligations (CLO), Residential Mortgage Backed Securities (RMBS), Commercial Mortgage Backed Securities (CMBS), and various Asset Backed Securities (ABS, Credit Card, Auto, SLABS). You will also be developing groundbreaking tools to improve the accuracy and coverage of our product, as well as to improve the efficiency and quality of supporting processes.
We are working on projects to improve the infrastructure necessary to help us meet our goal of providing cash flows and advanced analytics for all varieties of structured products. As part of our team, your contributions will be crucial to the development and growth of our product. You will be asked to work closely with our software developers and product partners to ensure our product’s capabilities and offerings are world class in order to meet the requirements of our clients, which include groups within Bloomberg, our core terminal customers, and our enterprise services subscribers.
We’ll trust you to:
Reverse engineer and manage a large library of Agency cash flow models in a Python-based platform that are crucial to buy/sell side consumersCommunicate with lead managers and other clients to properly create, update, and validate cash flow models based on offering documents and preliminary informationCollaborate with our developers to design and implement internal system tools, test validations automated product reports, and workflows solutionsProactively lead initiatives by driving definition of requirements, project estimations, sprint scheduling, risk mitigation, and tactical deploymentYou’ll need to have:
4+ years professional experience in cash flow modeling, data driven analytical work, or programmingA BA/BS degree (or higher) in a STEM field, and/or an equivalent combination of education, and/or related professional experienceStrong communication, attention to detail, analytical and problem-solving skillsAbility to take on detailed assignments in a fast-paced environmentFamiliarity with computer programming languages and concepts, such as data modeling/structures, algorithms, and object-oriented designCommitment to enhancing our full suite of Agency product offeringsExperience with Python, Unix, JIRAWe'd love to see:
Knowledge or experience in Agency, other Structured Products, such as RMBS, ABS, CMBS, or CLO or Fixed IncomeKnowledge of statistics and advanced data management practicesDoes this sound like you?
Apply if you think we're a good match! We'll get in touch to let you know what the next steps are.