Semper Capital Management – Analyst (RMBS/CMBS)

Job Title:  Analyst (RMBS/CMBS)

City:  New York City, NY

Salary:  TBD

Description:  Established investment management firm (~$900 million in assets under management) with offices in New York City and Orlando, Florida is looking to fill an Analyst position. This position will provide support to Portfolio Managers/Traders in day-to-day management of strategies primarily focused on non-agency RMBS, CMBS and Agency MBS. The candidate will also provide daily support to the Risk Management/ Operations Group. The ideal candidate will have a technical academic background with emphasis on quantitative and analytical skills as well as some familiarity with MBS instruments. Excellent work ethic, superb teamwork skills, desire to learn, strong interest in portfolio management/fixed income markets are required.  Programming skills required include Microsoft Excel, Access, SQL, VisualBasic, or Python experience a plus. Experience with Bloomberg and Intex also a plus.

This is a junior position. We are looking for someone with 0-2 years of relevant experience.  A recent graduate of a technical undergraduate or Masters program with demonstrated aptitude and the right skill set could also work.

Primary responsibilities include:

  • Monitoring and running analytics
  • Generating portfolio and strategy reports
  • Generating Investment Committee and Risk Committee reports
  • Collecting trading data and maintaining trading databases
  • Supporting in trade execution and settlement
  • Assisting Portfolio Managers by running proprietary loan-level credit models
  • Helping develop and enhance proprietary analytical tools to value RMBS and CMBS securities
  • Reconcile administrator’s monthly accounting package including portfolio positions, cash balances and performance reports

Send resume and cover letter to Cover letters should specifically address how your 1) experience/background and 2) professional/career objectives align with the position as described.