Structured Finance Securitization Cash Flow Modeler
- 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, JEG@analyticrecruiting.com