FINANCIAL SERVICES RECRUITMENT
LONDON | NEW YORK
Structured Finance Analytics - Modeler
Structured Finance Analytics - Modeler My client is one of the largest providers of corporate trust, agency and administration services and have a long-term commitment to corporate trust. As a business they focus on structured finance transactions covering CDO/CLO's, ABS, MBS, CMBS, RMBS, Covered Bonds, Retail Bonds and High Yield Bonds as well having a Loan Agency offering. They are currently looking for a modeler to join a busy and dynamic Structured Finance analytics team.
- Build and maintain financial models to support ABS, MBS, CMBS, RMBS, Covered Bonds, Retail Bonds and High Yield Bonds Transactions.
- Program and reverse engineer financial models according to the terms and conditions defined in securitization documents.
- Use excel models to allocate a collateral pool's payments to various bondholders, swap counterparties, and investment managers.
- Stress-test cash flow and collateral performance to gauge impact to portfolios under adverse market conditions.
- Calculate various portfolio statistics, ratios and thresholds for use in hypothetical trading scenarios and periodic reporting.
- Use SQL and other software to manipulate the considerable amount of collateral-related information maintained in the databases.
- Responsible for developing value added partnerships with Relationship Management to assist in client deliverables and improving defining process and techniques to improve efficiency and delivery.
- Responsible for ongoing transaction deliverables where applicable for Product (e.g. Financial Models, Waterfalls) and Modeling Support.
- Liaise with Technology, Legal, Compliance, Trustee, Relationship Management and Sales teams.
Skills and Experience:
- Knowledge of ABS, MBS, CMBS, RMBS is preferred.
- Advanced Excel skills.
- VBA and SQL skills are preferred.
- Modelling experience and preferably experience in building cash flow models from scratch.
- Familiarity with the deal legal documentation.
- GBP0.00 - GBP80000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Charles Levick