Senior Role - Strucured Finance - Analytical Firm

Responsibilities

This is a leadership role, driving the projects within stipulated timelines and prov through periodic reviews and continuous process improvement

- The incumbent will lead the Cash-flow Modeling team which is responsible for building and updating cash-flow models for various asset classes like RMBS, ABS, CMBS and CLOs in the fixed income domain

- Role involves building Cash flow models using proprietary tools for various new offerings of Structured Finance Agency / Non -Agency bonds such as RMBS, CMBS, ABS and Esoteric etc. and reviewing them.

- Role involves building Cash flow models for various existing Non-Agency bonds such as Student Loan ABS, Credit Card ABS, Auto loans ABS & CLO's etc. and reviewing them; in order to provide analytical inputs to investors (Financial Institutions).

- Role requires in-depth Understanding of deal related documents which include Indentures, Offering Circular/Memorandum, Prospectus & Trustee reports.

- Track breach of deal-specific triggers/covenants and analyze the impact of macro-Economic indicators on the deal.

- Conduct model analytics on mortgage pools to assess default and loss expectations as well as cash flow sensitivities.

- Develop an understanding of credit aspects of structured finance transactions.

- Develop a strong understanding of the proprietary tool and suggest ways to reduce analytical time well as improve efficiency.

- Maintain deal library, design and run checklists to ensure models uploaded in the deal Library are of the best quality

- Prepare collateral sheets containing various relevant attributes like issuance age, mortgage rates, coupons, Servicing rates, PI payments.

- Review cash flow models prepared by other modelers for quality assurance and also mentor new resources.

- Prepare product related documents and Standard operating procedures.

- The role also involves providing insights to the pilot projects and new business development initiatives

Required Background

Minimum 7-10 years of experience in Structured finance & Fixed income products with special focus on Securitized Products.

Strong ability to work with financial models and data, including credit and cash flow models.

- Should have considerable experience in managing a team performances and mentoring to achieve team's goals

- Candidate should have experience of interacting with clients and managing expectations of various stakeholders

- Excellent analytical skills, communication skills, centricity are required.

- Candidate with attention to detail, having the ability to multitask, work independently and in a team environment.

- Expert level working knowledge of Microsoft Excel and VBA skills. Any programming skills are highly desirable.