Structured Finance and Mortgages - Data and Modelling Analyst
- Hiring Organisation
- Miryco Consultants Ltd
- Location
- City of London, Greater London, UK
applying their technical and quantitative skills to real-world investment opportunities and portfolio management. The Role You will play a key role in the analysis of new investment opportunities, working closely with experienced investment professionals across structured finance and mortgages. Key responsibilities will include: Cleansing, manipulating and summarising large … investment data sets and loan-level data tapes. Analysing loan-level time-series data to produce vintage and time-series analysis of defaults, recoveries, prepayments and other portfolio characteristics. Combining and aggregating data from multiple sources to identify patterns, correlations and trends. Deriving modelling assumptions ...