Credit and surveillance analyst: perform credit reviews, surveillance and stress testing of residential MBS and ABS investments, and assist portfolio managers with sector allocation decisions. Candidate must have a min. of two to three years of experience analyzing or monitoring RMBS or ABS transactions at a buy- or sell-side research dept or rating agency. Also, should be: (1) proficient with prepayment, spread and OAS models, (2) an expert in excel and INTEX, and (3) familiar with access, ...
The Bank of New York Mellon - 19 months ago
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