Quantitative Services

 

,Mauritius

Reference code -

10 months ago

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

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Step 1

Resumes sourced from multiple sources will be evaluated vis-à-vis the required skill sets

Step 2

The HR will contact the shortlisted applicants for the interview process

Step 3

There will 2-3 rounds of interviews (Telephonic/Face to Face/Skype, etc.)

Step 4

The candidate who clears all the rounds will be shortlisted for the final offer

Step 5

HR to then get in touch with the candidate for salary discussion/Date of Joining etc