Manager

Role & responsibilities

Specialization in evaluating and comparing the quality and risks associated with various securities, particularly within structured finance such as asset-backed securities (ABS), commercial mortgage-backed securities (CMBS), residential mortgage-backed securities (RMBS), and collateralized loan obligations (CLO). Working closely with primary broker dealers, investment banks, and mortgage loan originators/issuers in the fixed income industry. Assisting clients in understanding complex financial structures prior to securitization issuance, ensuring alignment of disclosures with underwriters intentions. Drafting Engagement Letters, Proposals, and Agreed upon Procedures Reports detailing due diligence, cash flow modeling, and deal structuring. Performing thorough reviews of loan documents and data, recalculating fields on data tapes and generating exception reports to reconcile with clients. Interpret prospectus and indenture information comprehensively, focusing on collateral, waterfalls for structured deals, credit enhancements and triggers, hedging instruments, bond principal and interest paydown rules, loss allocation rules, and extracting other pertinent details specified in transaction indentures. Recompute investor analytics such as declining balance tables, weighted average lives, and pre-tax yield to maturity tables using proprietary cash flow modeling tools and software applications. Develop collateral stratification tables to assess loan pool characteristics. Conduct due diligence reviews of ABS, CMBS, RMBS, and CLO transactions. Recalculate various statistical attributes, stratification tables, and statistical pool percentages using asset-level portfolio data expected in transactions, leveraging tools like Excel, INTEXcalc, Alteryx, or Collateral Analysis System (“CAS”). Demonstrates abilities and/or a proven record of success in problem-solving skills: Use data and insights to inform conclusions and support decision-making. Researching and analyzing pertinent client, industry, and financial matters while demonstrating thorough technical and analytical skills. Being agile and flexible when adapting to changing client needs and market conditions with the ability to prioritize and manage multiple tasks. Managing engagements, including preparing concise, accurate documents and maintaining project economics while maintaining flexibility for unanticipated issues.