Lead Analyst-Structured Finance Analyst-Tech Role

Job Description

Job Description: Structured Finance Analyst (European ABS & RMBS) The role is a part of the Fixed Income team which supports a leading asset manager based out of the UK. The candidate is required to have a good understanding of Python, VBA, Microsoft Office, SQL, etc. Working knowledge of asset classes like CLO, Autos, Credit-Cards, Consumer Loan, etc. will be an added advantage. The candidate will be required to build models to automate risk assessment of the underlying collateral & thereby generate relative value analysis to come up with investment recommendations. The analyst will be the virtual front-end analyst for the client and will work closely with the Portfolio Manager with an aim to find value in a potential investment opportunity and thereafter monitor the investments performance. Every analyst will be required to prepare an investment memo highlighting the investment rationale, conduct scenario analysis to find the break-even thresholds and effectively present the findings to the client via an investment committee. The candidate will be required to possess and undertake the following: 3 - 4 years of working experience in Diagnostic Data Analytics. Understanding of the EMEA CLO's and ABS products with the ability to read and understand offering circulars, rating reports, loan tapes, etc. Understanding of valuation inputs, capital structure, waterfall analysis, cash flow triggers, scenario/sensitivity testing. Adept at excel and should be able to build cash flow models (waterfall) for diverse structured products. To understand and interpret complex structures, pricing assumptions and market data to independently evaluate a structured credit bond. Database management for existing and previous deals Constant review of valuation techniques to adapt to market dynamics Understanding of the credit fundamentals and be updated with relevant regulatory policies, political and economic events across European region impacting the securitization market Excellent verbal faculties to strike a conversation with the Portfolio Manager Requirement B.Tech/B.E in Computer Science/Information Technology Prior experience in credit evaluation of structured finance products and/or other fixed income products is an added advantage Excellent verbal and written communication skills Database usage experience- Bloomberg, Microsoft Office. Attention to detail and ability to work independently is preferred