Financial Engineer for Securitization Cash Flow Modeling
Description
Salary can be around 100k-130k depending on the level of expertise.
RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional finance industries. We solve business problems for clients such as private credit investors, banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains.
Primary Responsibilities
- Extract deal structures for private asset backed finance securitizations and warehouses from offering memorandums, trustee reports, and other legal documents
- Create programmatic representations of the deals using Python
- Review Python code developed by others and assist with QC to ensure models reflect deal documentation
- Train junior team members best practices in modelling securitizations
- Partner internally to further develop our client-facing deal modelling toolset
- Work with customers across investment banks, hedge funds, and other alternative asset managers to model transactions and develop the structuring platform
Qualifications
- 3 - 5 years of work experience in securitization modelling
- Proficiency in Python cash flow modelling required
- Exposure to multiple asset classes a plus.
- Experience in a cloud environment- preferably AWS
- Ability to interact directly with clients and speak confidently about cash flow models
RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to hiring a diverse workforce and sustaining an inclusive culture. Qualified candidates must be legally authorized to be employed in the United States on an unrestricted basis.