Provide analytical and execution support across Asset-Backed Securities (ABS) transactions
Assist with structuring and cash flow modeling across multiple asset classes
Support the development of bond structures and cash flow models for pitches and marketing materials
Assist in reviewing transaction documentation and contribute to interactions with rating agencies and accounting firms
Respond to investor questions related to deal structure and cash flow analytics in coordination with senior team members
Support bond analysis, modeling rating agency stresses, breakeven analysis, and conducting detailed cash flow analytics
Serve as a core analytical resource supporting the ABS structuring, origination, and distribution process
Maintain and run loan facility models and assisting with transaction stress testing in accordance with internal policies and rating agency methodologies

4+ years of experience in structured finance, preferably at an investment bank, accounting or advisory firm, or rating agency.
Degree in Math, Computer Science, Engineering, Finance or other quantitative discipline.
Track record of structuring ABS warehouse and securitization transaction modeling.
Proficiency in Excel (complex formula), Intex, Bloomberg.
Basic programming skills (e.g. SQL, Python, VBA) a plus.
Strong understanding of cash flow waterfall mechanics, credit enhancement features, rating agency stress scenarios.
Prior experience with transportation (aircraft, container, and rail) and consumer assets (subprime auto) preferred along with exposure to digital infrastructure assets.
Experience with collateral analytics, including generating stratification tables, replines, and other analytical outputs from data tapes.
Familiarity with rating agency methodologies, including stress-case modeling and sensitivity analysis.
Understanding of macro market, rates, and hedging.
Knowledge of financing facilities (warehouse, term loan, portfolio).
FINRA Series 7, 63, and 79 licenses preferred; candidates without active licenses must be willing to obtain them within a reasonable timeframe.

Associate – VP, ABS Structuring & Modeling

Key skills