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This individual with quantitative background will be responsible for designing and enhancing a securitization cash flow model for various asset classes (e.g., auto loans, equipment leases, consumer debt, and CLOs) using VBA in Excel.
Job Responsibility:
Expand, develop, and maintain an in-house ABS and CLO cash flow model in Excel/VBA. Expand its asset classes capabilities and fixed-income analytics
Model and reverse-engineer structured-finance transactions, often while interacting with accounting firms or third-party issuers
Assist transaction managers in the securitization process of various assets and securities utilizing the internal structuring tools and INTEX software
Engage in market analysis, data aggregation, and creation of presentations for senior management, sales, and issuers
Prepare term sheets and ensure the deal structure aligns with the documentation (such as offering memorandums)
Execute tasks supporting the annual CCAR stress testing process
Work with other structurers on audit and internal risk group engagements
Requirements:
Bachelor’s degree in computer science, engineering, math, physics, statistics, or quantitative finance
Interest in fixed income and quantitative finance
Strong interpersonal skills and collaborative team player
Experience with object-oriented design and coding, class design, and architecture
Strong programming skills and a background in either: computer science, math, physics, statistics, or quantitative finance
Quantitative background, understanding of financial mathematics, and proficiency in financial modeling tools such as Excel, VBA, SQL, R Studio, Bloomberg, and/or INTEX
Prefer experience with SQL database design, query, and scripting
Good communication skills for client interactions and internal coordination
Knowledge of Asset-Backed Securities (ABS) and Collateralized Loan Obligations (CLOs) markets is highly beneficial
Ability to work in a fast-paced, dynamic environment, often under tight deadlines
What we offer:
Healthcare (medical, dental, vision)
Basic term and optional term life insurance
Short-term and long-term disability
Pregnancy disability and parental leave
401(k) and employer-funded retirement plan
Paid vacation (from two to five weeks depending on salary grade and tenure)
Up to 11 paid holiday opportunities
Adoption assistance
Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law