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Goldman Sachs logoProgram unconfirmed

Goldman Sachs

Global Banking & Markets - Structured Finance Trade Analytics, Dallas, Analyst

Sponsorship status
Unclear

LocationDallas, TX|Program unconfirmed|Salary not published

Work arrangementOn-siteRecorded work mode; check the current official posting for office attendance and remote-location restrictions.

Last verified Sep 20, 2026

Sponsorship

Unclear

No role-specific sponsorship explanation has been verified. Check the employer's current policy before applying.

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Eligibility — Published Requirements

Bachelor's eligible—
Master's eligible—
PhD eligible—
MBA eligible—
Graduation yearsOfficial not specified
CPT accepted (internship)—
OPT accepted—
U.S. citizenship required—
Permanent residency required—
Unrestricted work authorization required—

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Deadline

Application deadlineDeadline not published.
Posted—
Last seen activeSep 20, 2026

Job Description

The   Structured Finance Analytics team under Global Banking & Markets division is seeking a motivated professional to support the Credit & Asset Finance business. The team has product expertise across residential assets, consumer loans, real estate, and warehouse financing. The position sits at the core of securitization execution. A successful candidate will architect optimization frameworks and demonstrate an affinity for a solution-oriented mindset. The successful candidate will be responsible for the following:  JOB DUTIES: - Perform large-scale data manipulations across millions of loan-level records delivering portfolio-level insights and strategic asset selection to traders, bankers and clients using statistical methods. - Act as a client advisor and perform analytics on all advisory securitization transactions including any MBS classes and consumer ABS classes. Responsibilities include:  - Collaborate with clients and work with data from various sources including:  - Settlement Data - Latest Month End Servicer Data - TPR due diligence Data  - Originator Data  - Perform data validations and create portfolio level stratification and replines.  - Own portfolio collateral analysis across full deal lifecycle – from asset selection, pricing, marketing and closing using python, CAS, and SQL. - Provide pool level CPR speeds, loss severity and credit enhancement from RA (Fitch, KBRA, Moodys, Milan) models.  - Assist in populate credit memo and PPM materials with outside accountants and lawyers. - Perform asset pool selection based on contribution requirements on ABS/CMBS securitization.  - Work with rating agencies and create historical performance matrices (CPR, CDR, Charge off, Recoveries, Loss) to project future performance.  - Manage cross-functional relationship with the desk, IBD, transaction management, diligence, operation, controller, and technology team to ensure monthly portfolio activities are accurately represented. - Strong communication skills (written and spoken) to translate technical analytics into client-facing insights.    MINIMUM EDUCATION REQUIREMENTS/DEGREE AND FIELD: Bachelor’s degree (U.S. or foreign equivalent)  MINIMUM YEARS EXPERIENCE REQUIRED: 0 to 3 years of loans / Fixed income experience or internship in related fields  Preferred Skillsets:  - Undergraduate in Finance, Economics, Mathematics, or other STEM related degrees. - Experience with python, SQL and reporting tools required. - Experience working with large structured and unstructured datasets (millions/ billions of loan records). - Understanding of fixed income analytics (duration, convexity, yield modeling). - Familiarity with mortgage or consumer credit performance data. - Ability to operate in high-pressure execution environment with parallel deal flow.

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