Quantitative Securitized Asset Analyst - 1709780

  • Competitive
  • Boston, MA, USA
  • Permanent, Full time
  • John Hancock / Manulife Financial
  • 05 Oct 17 2017-10-05

Are you looking for unlimited opportunities to develop and succeed? With work that challenges and makes a difference and a flexible and supportive environment, we can help our customers achieve their dreams and aspirations.

Responsibilities:

  • Work as part of the securitized research team to perform credit analysis and make recommendations on residential and other large data set securitized assets as needed.  
  • Assess and document the creditworthiness of collateral pools as well as the relative value/risk of various tranche positions and deal structures through scenario analysis.   
  • Develop quantitative, statistical and cash flow models to forecast/assess prepayment, default and loan modification risk using collateral as well as macroeconomic factors.   
  • Leverage quantitative skills to manage and evaluate large scale loan level data sets as part of the analysis process. 
  • Monitor industry, issuer, and market participant news and trends to quantify the potential impact on current holdings and securities being considered for purchase.  
  • Conduct surveillance on existing portfolio holdings and stress deals for changes in underlying collateral performance and macroeconomic conditions.
  • Effectively communicate analysis and findings to portfolio managers and the securitized research team to generate actionable investment ideas for the firm’s various portfolio mandates.
  • Work on ad-hoc projects within the securitized research group.

Requirements:

  • Bachelor’s degree in finance, mathematics or related discipline.
  • Advanced degree in finance or related discipline preferred.
  • Proficiency with Intex, Bloomberg, and MS Office products.
  • Direct experience with Intex API required.  Experience SQL, Matlab, SAS, Python or similar desired.  
  • 4-6 years of experience in structured credit analysis with a demonstrable focus on analysis of large data sets as well as on building quantitative, statistical and cash flow models. 
  • Strong written and oral communication skills. 
  • Highly-motivated, organized team player with strong quantitative and analytical skills as well as a strong work ethic and ability to work under the pressure of tight deadlines.  Additionally, must be detailed oriented, intellectually curious, reliable, collaborative and adaptive to changing priorities. 

This position is subject to the Securities and Exchange Commission’s Pay-to-Play Rule 206(4)-5 regarding political contributions by investment advisors and their covered associates.

 

About the Company
 
Manulife/John Hancock's Investment Division manages the Company's General Fund, on-balance sheet assets and through Manulife Asset Management, manages assets for institutional clients and investment funds in key markets around the world. The Division manages a broad range of investments including public and private bonds, public and private equities, mortgages, real estate, oil and gas, infrastructure, timberland, farmland and asset allocation strategies. The Division has physical presence in key international financial centers, including the United States, Canada, Hong Kong, Japan, the United Kingdom, Australia and throughout South East Asia. Manulife Asset Management also provides investment management services to affiliates' retail clients through product offerings of Manulife and John Hancock.
 
About John Hancock Financial and Manulife
 
John Hancock is a division of Manulife, a leading Canada-based financial services group with principal operations in Asia, Canada and the United States. Operating as Manulife in Canada and Asia, and primarily as John Hancock in the United States, our group of companies offers clients a diverse range of financial protection products and wealth management services through its extensive network of employees, agents and distribution partners. Assets under management and administration by Manulife and its subsidiaries were $1 trillion (US $754 billion) as at March 31, 2017. Manulife Financial Corporation trades as 'MFC' on the TSX, NYSE and PSE, and under '945' on the SEHK. Manulife can be found on the Internet at manulife.com.
 
The John Hancock unit, through its insurance companies, comprises one of the largest life insurers in the United States. John Hancock offers and administers a broad range of financial products, including life insurance, annuities, investments, 401(k) plans, long-term care insurance, college savings, and other forms of business insurance. Additional information about John Hancock may be found at johnhancock.com.

 
Agency submissions and contacts are by invitation only and must be initiated by John Hancock's Recruiting Department only.  Unsolicited agency submissions will not be honored.
 
JOHN HANCOCK IS AN EQUAL OPPORTUNITY EMPLOYER - AA/F/M/D/V
 
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