FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

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.

JOB TEXT

Key Responsibilities:

  • 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.

A DIFFERENT APPROACH TO HUMAN CAPITAL MANAGEMENT
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  • GBP0.00 - GBP80000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Charles Levick
  • 2019-04-22