FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

ABS Modeller

ABS Modeller I am recruiting for an ABS/Structured Finance Modeler for a global leading provider of data and analytics services.

JOB TEXT

Key responsibilities:

  • 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.
A DIFFERENT APPROACH TO HUMAN CAPITAL MANAGEMENT
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  • GBP15000 - GBP90000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Charles Levick
  • 2019-04-16