Securitisation Structurer

Leading European Bank is looking to grow their Securitisation Quant Structuring Team with an experienced hire. The hire will be expected to contribute to quantitative structuring, valuation and development for the Fixed Income Securitisation group. Analyse and develop financial models for transactions in RMBS, CMBS, CDOs, CLOs, other ABS and bespoke structured products. Perform quantitative / statistical analysis of assets historical performance and develop new valuation methodologies

Additionally you will be expected to impact the valuation process for large portfolios of ABS (mainly Europe and US) for bank-wide. Assess economic parameter values influencing ABS valuation and assess risk with qualitative and quantitative approach of transactions for Risk committees, valuation committees.

Requirements:

- Proven experience in Securitisation, ABS, Structured Finance, Fixed Income Credit, Mortgage or Commercial real estate, in European or US markets.
- Highly numerate degree to a PhD/Masters level
- Outstanding background in structuring, modelling, or quant research.
- An understanding of risk management and valuations is beneficial
- First class communication and interpersonal skills to be able to interact with wider business
- Proficiency in Excel and VBA. Knowledge of Intex, ABS Net, Trepp, CDO ROM or CDO Evaluator, Bloomberg is a plus.

If you wish to apply to be shortlisted for this role, please contact Richard Hutton on 0207 469 8955, for a confidential and informal talk or send your CV by attaching it to the link below.


(Huxley Associates Limited acts as an Employment Agency and an Employment Business)