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Top investment manager seeking an AVP to conduct in-depth analysis of structured credit products at their NYC office.

An industry-leading investment management firm based in New York with over $20+ billion in AUM.

• Monitor and review industrial research reports on structured credit markets, including RMBS, ABS, mortgage derivatives, CLOs, and structured products.
• Produce summary reports for the group with thoughtful recommendations.
• Analyze underlying assets, credit enhancement structures, cash flow dynamics, and other relevant factors influencing the performance and risk of structured credit products.
• Evaluate credit quality, default probabilities, recovery rates, and other credit metrics to assess investment opportunities and risks.
• Analyze transactions and cash flows to make investment recommendations.
• Evaluate macro-economic indicators and their implications for structured credit products, making sector rotation recommendations accordingly.
• Monitor and perform monthly surveillance of assets in the portfolio and assess portfolio performance relative to expectations.
• Generate and manage reporting functions for the group in monitoring trading activities, supporting accounting requirements, and other regulatory compliance needs.
• Perform prepayment analysis and utilize Yield Book (YB) to analyze trade ideas and portfolio strategies
• Manage ad hoc projects and requests efficiently in a dynamic, deadline-driven environment

• 5-10 Years of Public (FS Clients) or Private Financial/Regulatory Reporting Experience from a Fund
• Exposure to Form PF and/or CIMA FAR Required
• CPA or Parts Passed is a Plus, Not Required
• Bachelor's degree in Finance, Economics, Mathematics, or related field. Advanced degree (e.g., MBA, CFA) is preferred.
• Strong understanding of structured credit products, including RMBS, ABS, mortgage derivatives, CLOs, and structured products; excellent analytical skills, attention to detail, and ability to interpret complex financial data.
• Solid comprehension of mortgage option-adjusted spread (OAS) framework.
• Proficiency in financial modeling, statistical analysis, and programming languages (e.g., Excel, VBA, Python, R).
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