MBS/ABS Investment Analyst

New York Asset Management Firm - New York, NY (30+ days ago)


MBS/ABS Investment Analyst

Function: Investment Management

Department: Investment Management: Mortgage and Asset Backed Fixed Income

Main Duties & Responsibilities

  • Monitor developments on existing investments
  • Conduct and maintain statistical analyses
  • Support investment director with trading related issues, including execution, confirmations, etc.
  • Work with internal trading system and middle office
  • Interact with sell side research/trading desks
  • Act as a liaison between Risk, RFP, Client Support teams and investment director
  • Initiate, research and recommend new investment ideas
  • Build and refine quantitative investment models, including web based service providers
  • Understand trends in financial markets and impact on credit pricing
  • Assist with portfolio construction and monitoring
  • Analyse portfolio risks, exposures, and performance drivers
  • Review, analyze and comment on legal documents
  • Assist in the implementation and/or enhancement of portfolio management tools and systems to increase efficiency and effectiveness of managing the portfolio
  • Participate in the development and execution of hedging strategies and other ad hoc projects
  • Liaise with middle office, custodian, and accounting groups to ensure correct clearing of trades, to verify accuracy of portfolio marks, and to support accounting-related issues

Qualification and Requirements

  • 2-3 years mortgage / ABS fixed income markets experience (CFA is preferred)
  • Bachelor’s degree required, Masters preferred (math, science, engineering, or economics degree preferred)
  • Solid understanding of fixed income financial theory is required
  • Some experience with financial modelling
  • Working knowledge of Microsoft Office and Bloomberg
  • Very strong skills in Microsoft Excel including programming in VBA

Job Type: Full-time

Experience:

  • mortgage / ABS fixed income markets: 2 years

Location:

  • New York, NY 10020

License:

  • CFA

Required work authorization:

  • United States