Structuring Analyst
Core
Build computational models to optimize transaction economics and quantify risk for issuers and investors in the European ABS market.
Role type
Structuring Analyst (Securitised Products)
Builds
Mortgage-backed and asset-backed securities
Domain
Financial Services / Structured Credit / ABS
Deliverable
production ML models
Required skills
Financial modeling, Portfolio analysis, Capital structure optimization, Advanced Excel, Financial data analysis, Coding (VBA/Python)
Preferred skills
Quantitative finance background, Engineering background
Technologies
Excel, VBA, Python, Third-party platforms
Responsibilities
Model existing and design new mortgage-backed and asset-backed securities; Analyze and engineer a variety of financial products across the credit spectrum; Use third party and proprietary platforms to optimize deal structures; Collaborate on various projects with different functions in London.