Cashflow Modeling Analyst – ABS, Toronto, CA or Denver, CO
Core
Build and maintain financial models for ABS securitizations; conduct cash flow analyses, review collateral pools, and evaluate the impact of different economic scenarios on credit ratings.
Role type
Junior IC credit analyst (structured finance)
Builds
Independent credit ratings on structured finance transactions
Domain
Capital markets / Structured finance
Required skills
Financial modeling, Cash flow analysis, Excel, VBA, Collateral pool evaluation, Credit risk assessment, Economic scenario analysis
Preferred skills
Python, R, C++, MATLAB, Data analysis tools, CFA certification, Master's degree
Technologies
Excel, VBA, Python, R, C++, MATLAB
Responsibilities
Build and maintain financial models for ABS securitizations; Conduct cash flow analyses and review collateral pools; Manage relationships with issuers, intermediaries, and investors; Lead or contribute to projects enhancing analytical tools and data analytics capabilities
Seniority
Junior, hands-on IC