ABS Analyst
A leading data provider is currently looking for a ABS analyst to join the team to work alongside a team of specialist structured credit professionals to provide market leading up to the minute pricing information to their clients which range from credit hedge funds to international asset managers in London.
The team is one of the most important groups in the firm as they have become market leaders in Europe for RMBS,CMBS and ABS information and pricing data. The team is currently comprised of buy side portfolio managers who have and average of 8 years within this space. Although this person does not need to come from the buy side they do however need experience in fundamental research of the products.
The portfolio is responsible for Securitised products in European markets therefore dealing in cash bonds/relative value, agency and non agency mortgages, collaterised mortgage obligations, Asset backed securities etc. You will be responsible for building up valuation models and other analytics to structure and price RMBS, and Consumer Loan ABS . The ideal candidate will therefore have also worked in a similar group, ideally within portfolio risk/Index solutions, data management or data modeling and have exposure to all or some of the above products.
Core skills and your responsibilities for this position include:
- Pricing- Manage daily pricing inquiries/liaising with Portfolio manager.
- Modelled, pricing and structuring European RMBS, CMBS, and ABS.
- Managing signal flows
- End of day collection
- Analysis and price Verification
- Influenced the debate on how ABS markets should be regulated in the EU, met with and advised regulators and central bankers
- Improve existing processes to improve control and increase efficiency, i.e. process re-engineering
This team are highly successful therefore you must be self motivated and have the ability to work as part of a team environment. The desire to work in a challenging, complex, fast-paced, high-pressured environment and willingness to learn complex business and technology processes and actively contribute to their evolution is essential.
In order to apply for the role you must have experience in ABS/MBS/CMBS/RMBS pricing and excellent VBA/SQL skills. Strong data and quantitative analysis skills are also essential.
Please Note:- experience in capital markets with direct experience in the valuation and analysis of fixed income securities and/or market dynamics is essential however experience within a data/Index provider would be considered.
There is an excellent salary package on offer and the real possibility of moving into a PM role. All applicants must be London based.
Please apply directly to apply.a33hoj05co@selbyjennings.aptrack.co.uk
Leave a Reply
You must be logged in to post a comment.