Sr. Reverse Engineer
Core
Reverse engineer structured finance transactions (ABS, RMBS, Private Credit) to ensure accurate deal data and cashflow projections for lenders and investors.
Role type
Senior Reverse Engineer (Structured Finance)
Builds
Accurate cashflow models and deal waterfalls for securitized products
Domain
Structured Finance / Financial Services
Required skills
Cashflow modeling, Deal waterfall setup, Complex deal documentation interpretation, Loan-level data analysis, Excel (Pivot Tables), Quantitative analysis
Preferred skills
Python, SQL, Private Credit expertise
Technologies
Excel, Python, SQL
Responsibilities
Set up deal waterfalls for various asset classes based on Offering Memorandums; Extract relevant data from deal documents and trustee reports; Collaborate with engineering and QA teams to validate cashflow projections; Analyze financial statements and loan-level data.
Seniority
Senior, hands-on IC
