Acuity Knowledge Partners - Associate - Structured Finance

Opportunity:

To engage with the structuring team within Structured Finance practice of US based bulge bracket investment bank

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

- 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

Required Background:

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

- Candidate with 1-3 years of experience in transaction modelling using MS Excel and VBA, preferably in structured finance and/or other fixed income/debt products

- Industry specific experience (ABS, RMBS & CMBS), excel based cash flow modelling & CAS will be additional advantage.