Quantitative Services



Reference code -

1 year 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

    • 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

Share your details and we will get back to you
Yes No
Upload resume No file chosen

PDF OR DOC/DOCX only | Max : 2 MB

Acuity Knowledge Partners use and processing of your personal information is in accordance with our Privacy Policy. By clicking submit, you agree to such processing.

Thank you for sharing your Profile

We will get back to you shortly

Share this on

See how we usually go about your selection

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