Moodys Analytics - Manager - Structured Finance Team

Hiring for a Managerial Role in our Structured Finance Team

Job Purpose :

- To engage with the structuring team within Structured Finance practice of a client

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

- Prepare and run various scenarios of cash flow model in INTEX to help the bankers in analyzing the residual interest

- Prepare various scenario's in rating agency credit model

- Review findings from re-underwriting and compliance review for the funding of the loans. Work through exceptions with due diligence team and issuer

- Prepare periodic (weekly / monthly) structured product newsletters

- Prepare and track the performance of Conduits/warehouse lines of credit

- 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