Description:

Associate Manager Debt Securitization/Syndications -Financial Modelling-Valuations -4 Years -Noida

Location: Noida (Hybrid)

Experience: 4 - 7 years

SUMMARY:

An exciting opportunity for a seasoned financial professional with 4+ years of deep expertise in debt securitization, structured finance modelling, derivative accounting, and multi-currency cash-flow analysis. This role is ideal for candidates who excel in complex modelling, understand structured product mechanics, and can confidently interact with global stakeholders to deliver high-impact technical insights.

Education Requirements:

- CA / CFA / MBA (Finance) from a top-tier institute.

- Strong grounding in accounting, derivative valuation, securitization mechanics and risk modelling is essential.

Role Overview:

- The Associate Manager will lead and support complex multi-tranche securitization modelling, perform hedge accounting, conduct advanced scenario analysis, and deliver valuation & accounting treatment for structured finance transactions.

- You will be responsible for model design, audit, documentation, coaching junior resources, and presenting insights to global structuring and risk teams.

Key Responsibilities:

1. Build and maintain multi-tranche securitization models including waterfall design, credit enhancement, cash-flow prioritization and stress scenarios.

2. Model FX/interest-rate hedging, derivatives (swaps, caps, floors, options), and credit-derivative exposures.

3. Evaluate accounting treatment: de-recognition, fair valuation of retained interests, hedge-effectiveness testing, impairment and credit provisioning.

4. Prepare detailed stress testing for rates, credit stress, liquidity shocks, and FX volatility.

5. Conduct deep due-diligence on securitization structures, transaction documents and asset pools.

6. Review junior analysts models, ensuring error-free, client-ready outputs under tight deadlines.

7. Present technical findings confidently to global clients including structuring teams and senior management.

8. Maintain strong audit trails, assumptions documentation, calculation methodologies and compliance support files.

Key Requirements:

1. Technical Expertise

- 4-7 years of experience in debt securitization, structured finance, or cash-flow modelling roles.

- Expert-level Excel & VBA ability to build complex waterfall/structured models from scratch.

- Strong understanding of derivative instruments (swaps, caps, floors, interest-rate derivatives).

- Deep knowledge of FX hedging, interest-rate risk management, and valuation concepts.

- Experience with securitization accounting, hedge accounting, and fair-value measurements.

- Ability to interpret transaction documents, deal structures and rating agency methodologies.

Modelling & Analytical Skills:

- Proven ability to independently create, audit and enhance multi-currency, multi-tranche models.

- Experience running stress tests, sensitivity analysis, and scenario modelling.

- Familiarity with tools like Bloomberg, Refinitiv Eikon, Capital IQ, or securitization platforms.

Communication & Leadership:

- Experience reviewing and mentoring junior team members.

- Strong written & verbal communication to explain technical models to non-technical stakeholders.

- Ability to work under tight timelines and deliver error-free outputs.

Whats in It for You:

- Opportunity to work on complex structured finance transactions across global markets.

- High-impact exposure to multi-currency securitizations, derivatives and risk frameworks.

- Fast-paced environment with opportunities to lead modelling engagements and coach junior staff.

- Clear pathway to senior technical leadership.