Education/ Experience and Skill Requirement

• MBA/M Tech/Masters in Statistics from a Tier I or II B-school or B Tech from a reputed university

• Candidate with 6-8 years of experience in transaction modeling using MS Excel and VBA, preferably in structured finance and/or other fixed income/debt products

• Proficiency with Collateral Analysis System (CAS) tool and excellent excel skills

• Industry specific experience (ABS, RMBS & CMBS), excel based cash flow modeling

• Ability to move into leadership role and drive the projects within stipulated timelines

• The ability to function well independently and in a team environment is crucial

• Excellent communication and inter personal skills required

• Self-motivated candidate having awareness about the fixed income and structured finance market

• Demonstrated creative and critical thinking skills. Also, exhibits firefighting skills

• Ability for establishing new processes/protocols, knowledge transfer, upskilling resources

Responsibilities

• Loan tape cracking – Prepare Stratification and replines on RMBS, ABS, CMBS and Student loans etc. using CAS (Collateral Analysis System) to help the bankers on advisory, structuring and funding

• Review collateral numbers in the new issuance deal and tie-out the term sheet with accountants and lawyers for any specified securitization deals

• Perform collateral analysis and structuring

• Coordinate with the onshore team on pricing of loan tapes for RPLs & NPLs mortgages, and Prime Jumbo loans

• Prepare and run various scenarios of cash flow model in INTEX to help the bankers in analyzing the residual interest

• Prepare various scenario’s in rating agency credit model

• Review findings from re-underwriting and compliance review for the funding of the loans. Work through exceptions with due diligence team and issuer

• Prepare periodic (weekly / monthly) structured product newsletters

• Prepare and track the performance of Conduits/warehouse lines of credit

• Update and analyze new ABS Issuance database using tools such as Bloomberg, IFR etc.

• Update collateral performance for various ABS deals of specific issuers

• Assessing cost of funds and providing summary on the return on the capital through securitization

• Calculating risk weighted asset (RWA) for a securitization position