The Emerald Recruiting Group
Vice President, Asset-Backed Finance (ABF) Modeler
The Emerald Recruiting Group, New York, New York, us, 10261
Our client, a
top-tier global credit firm , is seeking a
Vice President, Asset-Backed Finance (ABF) Modeler
to join its structured products team. This role is central to the
origination, execution, and ongoing analytics
of securitization transactions across consumer, commercial, and esoteric asset classes.
You’ll build, enhance, and maintain
cash flow and capital structure models
used directly by
rating agencies and investors
to evaluate the bank’s transactions. This is a highly technical, front-to-back seat with daily collaboration across structuring, banking, rating agencies, and risk teams.
What You’ll Do
Develop and maintain
asset-backed securities (ABS) and structured finance cash flow models
used for transaction execution and rating agency engagement.
Collaborate with
deal structurers, originators, and credit teams
to design capital structures, model waterfalls, and optimize tranche sizing.
Work closely with
rating agencies
to ensure models meet analytical and data requirements for credit rating and surveillance.
Produce detailed
scenario and sensitivity analyses
for varying collateral and market assumptions.
Support new issuance and portfolio management through
data analysis, model validation, and investor reporting.
Partner with
technology and data teams
to automate modeling processes and enhance analytical efficiency.
Review and interpret
pool data tapes, collateral performance metrics,
and historical loss/CPR/DSR trends.
Create model documentation and outputs for
internal committees, rating agency reviews, and investor presentations.
Monitor
market trends, regulatory changes, and rating methodology updates
that impact structured products.
What You Bring
7–12 years
of experience in
structured finance modeling —preferably in
ABS, RMBS, CMBS, CLO, or esoteric asset classes.
Deep understanding of
securitization structures, waterfalls, prepayment models, credit enhancement,
and rating methodologies.
Strong proficiency in
Excel/VBA, Python, or MATLAB ; experience with
Intex, Moody’s ABS Suite, or similar modeling tools.
Background in
data analysis, loan-level modeling,
and performance forecasting.
Excellent communication skills—comfortable interacting with
rating agencies, investors, and deal teams.
Bachelor’s or Master’s in
Finance, Mathematics, Engineering, or related quantitative discipline.
Ability to translate complex data and structures into clear, actionable insights for decision-makers.
Why It’s Worth a Conversation
Key seat where your models directly influence
ratings, pricing, and investor confidence.
Exposure to a wide range of
asset classes and structured finance products.
Opportunity to collaborate with
front-office structuring and banking teams
on live deals.
Competitive base salary, bonus potential, and a chance to play a pivotal role in a
market-leading securitization platform.
#J-18808-Ljbffr
top-tier global credit firm , is seeking a
Vice President, Asset-Backed Finance (ABF) Modeler
to join its structured products team. This role is central to the
origination, execution, and ongoing analytics
of securitization transactions across consumer, commercial, and esoteric asset classes.
You’ll build, enhance, and maintain
cash flow and capital structure models
used directly by
rating agencies and investors
to evaluate the bank’s transactions. This is a highly technical, front-to-back seat with daily collaboration across structuring, banking, rating agencies, and risk teams.
What You’ll Do
Develop and maintain
asset-backed securities (ABS) and structured finance cash flow models
used for transaction execution and rating agency engagement.
Collaborate with
deal structurers, originators, and credit teams
to design capital structures, model waterfalls, and optimize tranche sizing.
Work closely with
rating agencies
to ensure models meet analytical and data requirements for credit rating and surveillance.
Produce detailed
scenario and sensitivity analyses
for varying collateral and market assumptions.
Support new issuance and portfolio management through
data analysis, model validation, and investor reporting.
Partner with
technology and data teams
to automate modeling processes and enhance analytical efficiency.
Review and interpret
pool data tapes, collateral performance metrics,
and historical loss/CPR/DSR trends.
Create model documentation and outputs for
internal committees, rating agency reviews, and investor presentations.
Monitor
market trends, regulatory changes, and rating methodology updates
that impact structured products.
What You Bring
7–12 years
of experience in
structured finance modeling —preferably in
ABS, RMBS, CMBS, CLO, or esoteric asset classes.
Deep understanding of
securitization structures, waterfalls, prepayment models, credit enhancement,
and rating methodologies.
Strong proficiency in
Excel/VBA, Python, or MATLAB ; experience with
Intex, Moody’s ABS Suite, or similar modeling tools.
Background in
data analysis, loan-level modeling,
and performance forecasting.
Excellent communication skills—comfortable interacting with
rating agencies, investors, and deal teams.
Bachelor’s or Master’s in
Finance, Mathematics, Engineering, or related quantitative discipline.
Ability to translate complex data and structures into clear, actionable insights for decision-makers.
Why It’s Worth a Conversation
Key seat where your models directly influence
ratings, pricing, and investor confidence.
Exposure to a wide range of
asset classes and structured finance products.
Opportunity to collaborate with
front-office structuring and banking teams
on live deals.
Competitive base salary, bonus potential, and a chance to play a pivotal role in a
market-leading securitization platform.
#J-18808-Ljbffr