Assistant Director - Structured Finance

Gurgaon, India
Jul 18, 2019
Jul 25, 2019
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
• Build Cash flow models using proprietary tools for various new offerings of Structured Finance Agency / Non-Agency bonds such as RMBS, CMBS, Esoteric etc.

• Build Cash flow models for various existing Non-Agency bonds such as Student Loan ABS, Credit Card ABS, Auto loans ABS & CLO's etc. to provide analytical inputs to investors (Financial Institutions).

• Develop In-depth Understanding of deal related documents which includes Indentures, Offering Memorandum , Pross-up & Trustee reports.

• Track breach of deal-specific triggers/covenants and analyze the impact of macro-economic indicators on the deal.

• Conduct model analytics on mortgage pools to assess default and loss expectations as well as cash flow sensitivities.

• Develop an understanding of credit aspects of structured finance transactions.

• Develop a strong understanding of the proprietary tool and suggest ways to reduce analytical time as well as improve efficiency.

• Prepare Cash flow model updates to the Deal Library and run checklists to ensure models uploaded in the Deal Library are of the best quality

• Prepare collateral sheets containing various relevant attributes like issuance age, mortgage rates, coupons, Servicing rates, PI payments.

• Review cash flow models prepared by other modelers for quality assurance and also mentor new resources.

• Minimum 5-6 years of experience in Structured finance & Fixed income products.

• Degree in Finance, Mathematics, Statistics, Economics, Engineering or an MBA from Tier I or Tier II B-school. Any professional certification such as CFA and FRM is highly desirable.

• Strong ability to work with financial models and data, including credit and cash flow models.

• Excellent analytical and communication skills required.

• Candidate with attention to detail, having the ability to multitask, work independently and in a team environment.

• Expert level working knowledge of Microsoft Excel and VBA skills. Any programming skills are highly desirable .

• A strong communicator, with good understanding of deal documents and valuation of structured products.

Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.

Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.

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