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GIC · 2 weeks ago

Loan-Level Investment Analyst, Fixed Income & Multi Asset, Structured Products Group

New York, United States

Full-time

Hybrid

Senior Level

$140K/yr - $230K/yr

5+ years exp

GIC is one of the world’s largest sovereign wealth funds, investing globally across various asset classes. The Loan-Level Investment Analyst will analyze collateral, build analytics tools, and engage with internal and external teams to enhance investment strategies.

Financial ServicesImpact InvestingReal Estate Investment

Comp. & Benefits

Responsibilities

Analyze collateral as part of the overall credit strategy in collaboration with portfolio managers, senior analysts, and credit teams

Build and maintain robust collateral analytics tools and cash-flow models using large deal/loan-level data sets to enhance our investment process

Forecast forward-looking assumptions on prepayment speeds, delinquency rates, default and recovery probabilities across multiple asset sectors

Contribute to the development and execution of asset management and workouts strategies

Track granular collateral and produce insights that can inform tactical trades and shape the ongoing investment strategy

Engage the Quantitative Strategy group in analyzing collateral performance history, backtesting, and model tuning efforts

Engage external partners and research teams to enhance the investment process

Qualification

Credit research experienceLoan-level analyticsCash-flow modelingSecuritized product experiencePython proficiencyIntexCalc experienceBloomberg API familiarityBlackRock Aladdin experienceStakeholder managementVBA automation familiarityData analysisCommunication skillsInterpersonal skillsPresentation skillsWriting proficiency