Associate Manager - Structured Finance
Job Description & Responsibilities:
The Lead Analyst supports the Structured Finance Desk of UK based Asset Manager with identifying investment opportunities and monitoring existing portfolio of asset backed securities in European markets across ABS, RMBS, CMBS and CLO asset classes.
Assist with analysis of and review of all quantitative, structural, legal, and credit aspects of securitization transactions both in a primary and surveillance capacity.
Analyze asset pools, assess transaction structures and quantitatively model cash flows.
Analyze credit performance data (delinquency, defaults, prepayments, recovery) by application of quant skills and understanding of structured finance, analyze asset characteristics and structural features of European NPL transactions; model portfolio defaults
Data mining and statistical analysis for a broad range of structured finance asset classes (NPLs, SME ABS, RMBS, auto ABS, CMBS, etc.).
Present investment proposals in the Credit Committees, substantiating analysis and merits of the transactions.
You will be supporting the Structured Finance Desk of a Global Asset Manage
Job Location : MUMBAI
To succeed in this position, you must have:
• MBA or equivalent in Finance /CFA/CA
• Strong understanding of Structured Finance/ asset classes such as ABS, RMBS, CMBS, NPL
• Prior experience in data mining and statistical analysis for a broad range of structured finance asset classes (NPLs, SME ABS, RMBS, auto ABS, CMBS, etc.).
• Strong quantitative, technical, financial modeling, analytical and valuation skills and expertise at modeling portfolios and structured finance opportunities
• 5 to 8 years of work experience in managing ABS/structured credit
• Experience with programming languages, ideally R, Python, and VBA
• Good time management and demonstrated ability to perform under time pressure and to prioritize to handle multiple assignments
• Strong communication skills (written and spoken English)
• Independent thinker with good organizational skills.
Database experience: Intexand Bloomberg