Director - Asset Backed Finance

Job Requirements:

- Experience in Asset backed securities is a must: ABS, MBS, RMBS, CMBS, CLO, CDO.

- Must have experience in structuring for above mentioned products.

- Must be from tier one institutes, pass outs with 10 - 14 years of experience.

Your responsibilities will include:

- Understand Portfolio and Risk management of various Asset Backed Products including ability to structure transactions.

- Able to process through live ABF deals, price them and ultimately execute them with banks / originators / platforms.

- Participate in building analytical tools for risk analysis or develop software library that prices Asset Backed Securities and calculates risks in C++/Python, designing efficient numerical algorithms and implementing high performance computing solutions.

- Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firms risk platform.

- Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from todays production staples to future disruptive innovations.

- Support end users of the library and communicate with desk-aligned quant teams and technology groups.

Required qualifications, capabilities, and skills:

- Deep expertise in Asset Backed Finance Market dynamics with good exposure to RMBS structures, reverse mortgages, HELOCs, HEI RMBS, NPLs, CLOs and consumer ABS.

- You have an advanced degree in a quantitative subject (such as comp science, mathematics).

- An advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics.

- You demonstrate proficiency in code design and programming skills, with primary focus on C++ or Python and you can also turn your hand to other tools and technologies as required.

- Youre passionate about software design and writing high quality code.

- You demonstrate quantitative, problem solving, research and analytical skills.

- You have strong interpersonal skills you listen and communicate in a direct, succinct manner.