Associate - Portfolio Strategy
- Hiring Organisation
- Kensington Mortgage Company
- Location
- London, South East, England, United Kingdom
- Employment Type
- Full-Time
- Salary
- Competitive salary
Doing As an Associate within Portfolio Strategy, Credit & Analytics, you'll support the execution and management of RMBS and SRT transactions through detailed analysis, modelling and reporting. Key Responsibilities Build, maintain and enhance analytical tools and models used to support RMBS and SRT transactions, including cashflow models, asset calculators … sensitivity testing and data processing tools. Perform detailed collateral analysis using loan-level mortgage data, including: Portfolio stratifications, Vintage and cohort analysis, Arrears roll-rate analysis, Default and prepayment analysis, Loss severity assessments Support transaction execution activities including: Collateral analysis and assessment, Rating agency ...