Sutherland - Senior Analyst - Structured Finance

Sutherland's Research and Insights propel investment decisions for diverse clients including Asset Managers, Alternative Investment Managers, Hedge Funds, Pension Funds, Investment Banks and Private Equity Firms. Our diverse network of global analysts leverage proprietary frameworks and Big Data platform to generate incisive insights that guide better investment decisions across asset classes.

With a broad range of market experience, Sutherland teams are also adept in working with Structured Finance Products such as Asset-backed Securities, Collateralized Loan Obligations, and Residential Mortgage Base Securities.

Job Description / Responsibilities

- Support onshore analysts on credit analysis of live sophisticated structured finance transactions

- Analyze credit performance data (delinquency, defaults, prepayments, recovery) by application of quant skills and understanding of structured finance, analyze asset characteristics and structural features of European NPL transactions; model portfolio defaults

- Data mining and statistical analysis for a broad range of structured finance asset classes (NPLs, SME ABS, RMBS, auto ABS, CMBS, etc.).

- You will be supporting the Structured Finance Desk of a Global Asset Manager

Requirements

- Strong understanding of Structured Finance/ asset classes such as NPL, RMBS, ABS

- Prior experience in data mining and statistical analysis for a broad range of structured finance asset classes (NPLs, SME ABS, RMBS, auto ABS, CMBS, etc.).

- Strong quantitative, technical, financial modeling, analytical and valuation skills and expertise at modeling portfolios and structured finance opportunities

- Two to four years of work experience in managing ABS/structured credit

- Experience with programming languages, ideally R, Python, and VBA