BlackRock Financial Management, Inc. is hiring a(n) Vice President, FIG Securitized Asset Portfolio Management (ref. Code R256574 in New York, NY).Duties: Develop and maintain watchlist methodologies and surveillance systems for CMBS and CRE portfolios to monitor risk and identify potential credit concerns. Manage the portfolio and trading of distressed CMBS securities, implementing strategies to optimize risk-adjusted returns. Utilize advanced Excel and VBA to develop financial models for CRE/CMBS property and bond-level valuation, supporting portfolio monitoring and risk management for potentially distressed securities. Perform cash flow modeling, rent and vacancy curve analysis, and detailed property underwriting for securitized products, including Conduits, SASB, Agency CMBS, SFRs, and CRE CLOs, to identify potential rating downgrades, monitor developing risks, and exitinvestments prior to agency downgrades. Determine breakpoint prices used in NAIC CMBS ratings assignments, ensuring accurate pricing for regulatory and risk management purposes. Apply various capital charge frameworks, including NAIC RBC methodology, BSCR, AM Best, and S&P, to optimize capital charges for insurance portfolios. Conduct scenario analysis and sensitivity analysis on financial markets, portfolios, and investments to assess potential risk exposures and investment opportunities. Automate and conduct stress testing to identify outliers in analytics and enhance risk management processes.REQUIREMENTS: Employer will accept a Master's degree in Financial Engineering, Business Management, or related field and 48 months of experience in Job offered or related occupation. Requires 48 months of experience involving the following skills: 1. Developing and maintaining watchlist methodologies and surveillance systems for CMBS and CRE portfolios utilizing CRE data feeds including Trepp, Aladdin Spear, Moody's, and NCREIF. 2. Working on data analysis tools including Excel, VBA, SQL, Python, tableau and R to automate and conduct stress testing and identify outliers in analytics. 3. Working with Advanced Excel and VBA to develop financial models for CRE/CMBS property and bond level valuation for potentially distressed securities to support portfolio monitoring and risk management. 4. Experience at a rating agency or NRSRO, with expertise in cash flow modeling, rent and vacancy curve analysis, and detailed property underwriting for securitized products including Conduits, SASB, Agency CMBS, SFRs and CRE CLOs to identify potential rating downgrades, monitor developing risks, and exit investments prior to agency downgrades. Requires 12 months of experience involving the following skills: 1. Experience of determining Breakpoint Prices used in NAIC CMBS Ratings assignment to assign NAIC ratings for CMBS securities held by US insurers. 2. Applying various capital charge frameworks, including NAIC RBC methodology, BSCR, AM Best, and S&P to optimize capital charges for insurance portfolios. 3. Working with statistical methods including Monte Carlo Simulation, linear regression and hypothesis testing to conduct scenario analysis and sensitivity analysis on financial markets, portfolios and investments. 4. Experience in a portfolio management and trading of distressed CMBS securities to provide actionable insights and investment recommendation for CMBS portfolios. Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.To apply, please send resume to the following email address us-applications@blackrock.com & include include the Ref code number: R256574in the subject line of the email.
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