Structured Finance Securitization Cash Flow Modeler

  • Competitive
  • Newport Beach, CA, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 15 Oct 18

A financial risk management Consulting firm in Newport Beach, CA is looking for structured finance cash flow modelers to work on residential prepayment models (RMBS) and other structured products.


  • Will provide comprehensive fair value analysis of structured products including RMBS, CLO’s and Whole Loans- Reverse Engineering
  • Will review, verify, and validate existing risk, trading and valuation models for theoretical soundness
  • Provide analytic risk support and analysis of the firm's valuation and risk models across all structured products, (CMBS, RMBS, ABS, CDS, CDO’s, CLO’s).
  • Utilize proprietary models and software to deliver financial analysis
  • Using Excel and VBA create collateral and bond cash flows calculations for structured securitizations
  • Using your specific market or modeling expertise, deliver reports to clients
  • Identify and communicate your analysis and results to clients and sr. engagement managers
  • Prepare formal reports and working papers
  • Work closely with: trading, risk, accounting and portfolio managers at major financial firms


  • The ideal candidate will have 2+ of experience performing cash flow modeling on structured finance products (RMBS, CLO’s, or ABS). Must have experience reverse engineering deal structures.
  • Candidates must have an advanced degree (MSc) in a quantitative field with solid data mining and SQL experience
  • Must have in depth structured finance securitization knowledge: prepayment, forbearance, deferment, interest subsidized payment and special allowance payment for esoteric asset backed securitizations.
  • Must have experience working with (Python, R, MATLAB, SAS)
  • Must have good communications skills.
  • The roles are based in Newport Beach, CA and there is NO TRAVEL REQUIREMENT

Keywords: Cash Flow Modeler, Reverse Engineer, RMBS, ABS, Financial Risk Consulting, Liquidity Risk, Derivative Risk, VaR, Commercial Real Estate, CLO’s, Regulatory Risk, Risk Consultant

Refer to Job #23100 - and email MS Word attached resume to Jim Geiger,