J.P. Morgan’s Corporate & Investment Bank is looking to drive innovative solutions in the world’s most important financial markets by analyzing residential mortgage loans and supporting their purchase, sale, financing, and securitization.
Requirements
- Quantitative and analytical skills including proficiency in MS Excel, SQL, CAS, Intex
- Experience with unstructured data, fixed income pricing and mathematics, and/or structuring and pricing of asset-backed bonds
- Programming skills in Python
Responsibilities
- Prepare analytics on pools of mortgage loans or other assets using internal pricing models; consult with trading desks and partners on custom scenarios
- Normalize raw data, deploy validations and enrichments to produce usable information for economic and qualitative analysis
- Run models to estimate loss coverage levels for hypothetical securitization executions
- Maintain database of US securitizations and communicate deal-specific features with internal and external partners
- Support trading, RSF Banking, and Financing teams with quantitative and qualitative analysis on mortgage pools and securitizations
Other
- 1-2+ years of relevant experience in structured finance at an investment bank, rating agency, or investment office
- Working knowledge of whole loans including residential mortgages, commercial mortgages, student loans, and/or other consumer loans
- Bachelor’s degree or advanced education with a quantitative, finance, or accounting background
- Excellent communication skills and strict attention to detail; ability to identify data and patterns that do not conform to expectations
- Ability to work under competitive pressure, multi-task, prioritize, and manage timelines, relationships, and deliverables
