Valuations Analyst/Associate - Loan Pools & Structured Products
Core
Supporting fair value determination of public and private credit investments, specifically asset-backed securities (ABS) and loan pool investments.
Role type
Associate Valuation Analyst (Private Credit & Structured Products)
Builds
Monthly valuation reports and investor-facing materials for Credit Funds.
Domain
Private Credit / Structured Finance / Asset-Backed Securities
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Discounted cash flow analysis, comparable company analysis, precedent transactions analysis, financial modeling, portfolio performance tracking, audit coordination, regulatory reporting
Preferred skills
ABS/RMBS/CMBS exposure, AI tool implementation, Intex/Bloomberg/Wall Street Office proficiency, DCF modeling, CFA designation
Technologies
Excel, Intex, Bloomberg, Wall Street Office
Responsibilities
Review internal valuations of loan portfolios using DCF and comparable analysis; coordinate receipt of valuations from pricing vendors and brokers; challenge pricing variances with trading desk; liaise with auditors and senior management; prepare internal reporting and investor materials; track portfolio performance and valuation movements.
Seniority
Associate, hands-on IC