Vice President Portfolio Analytics

Position:                        VP, Portfolio Analytics

Department:                  Capital Markets & Investor Reporting

Status:                            Full-Time / Exempt

Reports To:                    Managing Director, Capital Markets

AMIP Management is an alternative asset manager specializing in distressed mortgage and real estate. Overseeing ~$1B in assets, AMIP acquires, securitizes, sub-advises and manages portfolios of non-performing (NPL) and re-performing (RPL) mortgages and real estate owned (REO) properties for institutional and private investors.

Job Description:

The Vice President, Portfolio Analytics works closely with the COO, CIO, trading desk, asset managers and investors to create proprietary statistical models, custom portfolio stratifications and other reports used for investment management, risk management and operations. This role works hand in hand with Information Technology consultants to automate data collection and validation and create data warehouses used for modeling and reporting. This position requires a dedicated self-starter who is capable of original work, enjoys quantitative analysis, programming, and has skills to interact with experienced traders and investors. A qualified candidate will bring experience building and maintaining financial models and reporting analytics for RMBS or whole loan mortgage portfolios, including exceptional analytical and data science/ management skills, strong Microsoft Excel and SQL expertise, and programming ability in VBA, R, Python or equivalent is preferred.

Responsibilities

        Lead efforts to develop and automate production of portfolio reports on securitized and individual non-performing, re-performing and non-QM mortgages and real estate

        Develop, enhance, and maintain financial models utilized to make investment decisions and provide on-going portfolio fair market valuations   

        Mine historical data to provide insights on portfolio exposure and risks and incorporate into models used for bidding and valuing portfolios and producing loan and portfolio analytics

        Develop intimate knowledge of asset servicing, accounting, market and internal data and work with IT consultants to develop data stores and reports using BI and visualization tools

        Support traders, asset managers and investors in researching questions about asset portfolios and including simulating various scenarios to understand risk and probable outcomes

        Create ad hoc queries, analyses and reports for investors and internal managers as required

        Oversee production and quality control of recurring investor and internal reports

        Manage portfolio data stores including automation of validation and exception detection tools

Requirements:

        Bachelor's degree in computer science, applied math, economics, data science or related technical degree

        Strong SQL/VBA and exceptional MS Excel skills required

        2+ years of experience with programming languages such as VBA, Python, R, C#, C++ preferred

        Demonstrated interest and proficiency in Finance with MFE or CFA preferred

        Specific knowledge of mortgage loans and residential mortgage-backed securities is highly preferred

        Familiarity with data visualization tools is desirable

        Qualified candidate must demonstrate a strong attention to detail, excellent organizational and time management skills, be a self-starter committed to quality and process improvement and have strong communication skills

Salary is commensurate with experience. AMIP is an equal opportunity employer and offers competitive benefits including company paid medical, dental, vision and life insurance.