Senior Valuations Lead, Securitized Products
Core
Senior manager responsible for developing, validating, and enhancing quantitative models and analytics for CMBS, RMBS, ABS, and other securitized products to support investor valuation and risk analysis.
Role type
Senior IC quantitative analyst / Team Lead (Structured Finance)
Builds
Production quantitative models, cash flow analytics, and valuation platforms for structured finance securities
Domain
Fixed Income / Structured Finance / Securitization
Deliverable
production ML models
Required skills
Quantitative modeling, Structured finance expertise (CMBS/RMBS/ABS/CLO), Python, SQL, C++, Java, Data analytics, Team management, Model validation
Preferred skills
Experience in consumer ABS or esoteric ABS sectors, Advanced programming skills
Technologies
Python, SQL, C++, Java
Responsibilities
Develop and validate quantitative models for securitized products, Respond to inquiries on structured finance methodologies, Build relationships with market participants (issuers, investors, servicers), Review and validate analytical work of team members, Partner with Product and Development teams, Manage team performance and professional development
Seniority
Manager, hands-on IC with leadership duties