FINANCIAL SERVICES RECRUITMENT
LONDON | NEW YORK
ABS Modeller I am recruiting for an ABS/Structured Finance Modeler for a global leading provider of data and analytics services.
- Modelling European Structured Finance transactions, mainly in the ABS Sector within an Excel and Python environment.
- Reviewing and understanding transaction documents for structures to be modelled which also requires frequent interaction with external/internal parties.
- Monitoring a broad portfolio of transactions to ensure the timely rolling of cash-flows and model updates arising from deal restructures/amendments.
- Modelling bespoke/private transactions as part of a fee-based service.
- Creating scripts to facilitate the extraction of data in investor reports to automate the rolling of cash-flow models and collateral data.
- Perform Quality control: Ensuring modelled deals are reviewed against deal documents and model updates are performed in a correct and timely manner.
Skills and experience:
- You will ideally have a degree in Mathematics or Physics. Alternatively, in Economics or Finance.
- Asset-backed securities experience is preferred, alternatively you will have experience in other Structured Finance products - CMBS, RMBS, MBS, CLO or CDO.
- Advanced Excel skills and understanding/knowledge of cash flow models.
- Knowledge of Phyton would be ideal but not a must.
- Analytical and problem-solving mindset.
- GBP15000 - GBP90000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Charles Levick