Director, Structured Finance – Quantitative Modeling & Analytics
JobDescription : The Location:
Centennial, CO / Dallas, TX / New York, NY / Toronto, ON The Team:
S&P Global Ratings is seeking an experienced Associate Director to join its Structured Finance practice, which provides credit ratings and opinions for securitizations backed by a wide variety of consumer and commercial assets. The Associate Director will be an integral member of the Asset-Backed Securities (ABS) team and will focus on quantitative modeling and analytics. The Impact:
This role blends quantitative modeling, client-facing interaction and project management. After receiving instruction in cash flow modeling and ratings criteria, the Associate Director will produce quantitative analytics for complex ABS transactions (such as student loans) by building models and conducting cash flow analyses to determine the credit impact of various economic scenarios. The Associate Director will also participate actively in credit rating committees and communicate with bankers, issuers and investors on quantitative analytics. Furthermore the Associate Director will play an important role in improving our analytical tools and streamlining our processes by drawing on programming and data skills. What's in it for you:
Structured finance is an important sector of the capital markets and is a key funding source and growth driver for many areas of the economy, including transportation, higher education and real estate. If you are interested in helping to facilitate this growth while challenging yourself in a fast-paced environment, this is the right position for you. It offers an excellent opportunity to learn the substantive mechanics of financial transactions, in a collegial and supportive culture with great potential for professional development and career growth. To succeed, you'll need to be comfortable with quantitative analysis and have a natural curiousity and knack for problem solving. Responsibilities:
What We're Looking For: Basic Qualifications:
- Create financial models for various types of ABS securitizations in the US and Canada. Perform cash flow analysis, synthesize results and present findings to rating committees.
- Conduct detailed reviews of legal and operating documents to ensure compliance with criteria and identify issues with the transaction structure. Provide comments to external parties.
- Actively manage relationships with issuers, intermediaries and investors. Effectively communicate S&P's methodologies and procedures. Participate in client meetings.
- Demonstrate strong knowledge of ratings criteria and cash flow analysis by helping to resolve clients' analytical questions.
- Leverage quantitative skillset on special projects such as data analytics and process optimization.
- Graduate degree in a quantitative discipline.
- 5+ years of full-time work experience in capital markets, quantitative finance, or credit analysis/research.
- Strong proficiency with Excel & VBA, financial models and financial data.
- Strong understanding of financial markets and their relationship to S&P Global products.
- Excellent verbal and written communications skills with demonstrated ability to explain quantitative/technical concepts to others.
- Ability to analyze and solve non-routine problems with ingenuity in a timely and insightful manner.
- Project management skills; ability to multi-task and manage deadlines under time pressure.
- Strong interpersonal skills and ability to work well in a collaborative team.
- Diligent and intellectually curious self-starter with a strong work ethic and a drive to succeed.
- Knowledge of programming languages (e.g. C++, Python, R) is strongly preferred.