KPMG - Credit Risk - Securitization

Job Description - Credit Risk - Securitization

Required Experience: 1-6 years

Designation: Executive/Senior

Job Location: Bangalore

Role description:

- Work with our clients (usually large financial institutions in US) on credit risk projects pertaining to structured finance engagements in the securitization industry.

- Ability to work on various asset classes, which includes but is not limited to Mortgage Backed Securities (RMBS/ CMBS), Collateralized Loan Obligations (CLO), Asset Backed Securities (ABS)

- Analyze and work on complex cash flows and collateral models

- Ability to pay attention to details while maintaining a holistic view of the complete process. This includes ability to read and interpret the legal documents like the Indenture and pooling and servicer agreements.

- Ability to perform valuation of the securities

- Ability to work collaboratively with team members as part of the team. Being an effective team player.

- Maintain the integrity amongst the team members.

Required Qualifications:

- Advanced degree in Finance, Math, Statistics or other Analytical disciplines

- Professional Certification such as FRM, CFA preferred

- Minimum of 3 years experience working in the structured products group in leading Investment Banks and/or tier 1 consulting organizations.

Strong working knowledge in most of the following areas:

- Structured Products

- Trustee Reconciliation

- Cash flow modeling and Analysis

- Collateral Analysis

- Payment Processing

- Strong knowledge of Advanced Excel and VBA.

- Strong working knowledge of Securitization transactions in the US, and the various structures of the transaction.

Key Skills:

- Strong problem solving, analytical skills. Ability to think out-of-the box.

- Strong consulting skills - Communication, relationship management

- Must work well in a team-oriented environment as well as independently.

- Ability to travel overseas as necessary to meet client needs