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DESCRIPTION:
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Finance, Business, Mathematics or related field of study plus five (5) years of experience in the job offered or as Valuation Controller, Structured Finance Valuation, or related occupation.
Skills Required: This position requires experience with the following: financial product valuation with loans and securitized products including ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; analyzing transaction and process flows and interpreting market color relating to ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; Pricing and modelling of ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; interpreting transactions and performing valuations of securitizations including, ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; performing financial modeling with the full spectrum of prepayment, default and severity scenarios on loans and securitized products including ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; cash flow discounting; Microsoft excel including developing macros using VBA; Analyzing information on Bloomberg and IntexCalc, including descriptive data, legal documents, collateral performance, yield table, option adjusted spread table, and cash flow projection on securitized products including ABS, RMBS, CMBS, and CLO; IntexCalc, including creating mock securitizations; Pulling independent data from Refinitiv Eikon and price securities in Yieldbook; Automating existing and developing new workflows with Microsoft excel macro, Alteryx, and Python. This position requires the following certification(s): Chartered Financial Analyst (CFA).
Job Location: 277 Park Ave, New York, NY 10172.
Full-Time. Salary: $176,000 - $200,000 per year
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