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Summer Investment Analyst
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Full-time
- Summer Analysts will work directly on the trading floor alongside Analysts and Portfolio Managers and gain valuable exposure to various investment product areas such as Emerging Markets, Corporate Credit, Rates and Structured Products.
- Implemented a prototype for systematic relative value strategies in sovereign debt
- Statistically determined predictive measurements of prepayment in non-QM RMBS portfolios and the sensitivity of those factors to current mortgage rates
- Engaged in a CMBS data analysis project involving a large proprietary SQL database to look for indicators of default on commercial real estate properties
- Researched and modeled the impact of the imminent transition from LIBOR to new benchmarks on legacy structured product collateral
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