RSF Analytics Lead - Global Securitized Products Group - Vice President

Join J.P.

Morgan's Corporate & Investment Bank, a global leader trusted by the world's most important corporations, governments, and institutions.

As part of our RSF Analytics Team, you'll play a key role in shaping the future of residential mortgage finance.

Job summary
As an RSF Analytics Lead within the Global Securitized Products Group, you will collaborate with internal teams and external counterparties to analyze residential mortgage loans, facilitating their purchase, sale, financing, and securitization.

You'll manage business relationships, mentor junior talent, and gain valuable insight into all aspects of mortgage loan transactions.

Job responsibilities


* Manage junior team members in the day-to-day analysis of residential mortgage loans using internal pricing models; consult with trading desks and partners on risk analysis.


* Estimate loss coverage levels for hypothetical securitization executions and term advance rates.


* Maintain dialogue with rating agencies regarding model treatment of various collateral types.


* Lead development of automated solutions to reduce business inefficiencies.


* Grow junior talent's knowledge of US securitizations, including differences in structure, bond sizing, and deal-specific features.


* Support business partners (trading, RSF Banking, Financing teams) with quantitative and qualitative analysis on mortgage pools and securitizations for internal and external opportunities.

Required qualifications, capabilities, and skills


* 5-7+ years of relevant experience in residential mortgages and structured finance at an investment bank, rating agency, or investment office.


* Advanced knowledge of whole loans, including residential mortgages, commercial mortgages, student loans, and/or other consumer loans.


* Experience using CAS, SQL, Intex Dealmaker, IntexCalc, and Liquidaty.


* Significant programming experience, with Python required.


* Experience with unstructured data, fixed income pricing and mathematics, and/or structuring and pricing of asset-backed bonds.


* Bachelor's degree or advanced education in quantitative fields, finance, or accounting.


* 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.

Preferred qualifications, capabilities, and skills


* Experience mentoring and developing junior talent.


* Familiarity with securitization structures and rating agency methodologies.


* Proven ability to automate and optimize business processes.


* Strong relationship management skills with internal and external stakeholders.

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, i...