Portfolio Analyst Position Available In Fulton, Georgia

Portfolio Analyst positions offered by Angel Oak Capital Advisors, LLC (Atlanta, GA). Responsible for residential whole loan investment including evaluating whole loan pricing and maintaining and enhancing daily rate sheets. Portfolio management including monitoring whole loan and RMBS portfolio performance, hedging interest rate risk, and managing liquidity and warehouse financing. Develop portfolio analytics in Python and Microsoft Excel. Perform recurring and ad-hoc data analysis using Python and SQL. Develop and enhance logistic regression models using Python and SQL. Liaise with external counterparties, including warehouse banks, broker/dealers, whole loan sellers, third party vendors, fund investors and board members.

The position requires a bachelors (or foreign equivalent) degree in Finance, Financial Engineering, Statistics, Computer Science, Engineering, or a related technical field, and two (2) years experience in the job offered or in Fixed Income analytics, modeling, and valuation.

Stated experience must include:

Fixed Income securities and bond/loan valuation drivers; Python including experience in the Pandas library; experience with machine learning and predictive modeling techniques including logistic regression; SQL with the ability to write advanced queries; and utilizing Excel including the ability to build cash flow models and work with complex formulas including

VLOOKUP, INDEX, MATCH, IF AND, IF

OR, SUMIF, CONCATENATE, and LEFT, MID, and RIGHT formulas. Experience may be, but need not be, acquired concurrently.

If interested, please submit resume to payrollandbenefits@angeloakcapital.com.

Reference Job ID:

8133891.