ABS Structurer recruitment
The Role:
• Structuring of credit linked products (securitisation, credit investor products, distressed credit products, focus on bond/ABS portfolios).
• Price modelling of Asset Backed Securities.
• Structuring of Covered Bonds transactions.
• Restructuring old transactions – de-risking the bank’s position and increasing pricing across asset classes (ABS, RMBS, CMBS, Auto Loans, Leasing Portfolios, Trade Receivables)/ restructuring transactions to make them in line with the latest rating agencies requirement or with originators’ needs.
Requirements:
• This is an associate level role and is an autonomous position – you will be expected to hit the ground running, assessing a portfolio of raw info and structuring/re-structuring as necessary, working in conjunction with traders.
• Candidates must have extensive ABS experience and will need to be coming from a top investment bank.
• A broader credit background is desirable. Experience with secondary transactions is preferable to purely primary/flow.
If you are interested in this role and demonstrate the necessary skills then please get in touch by sending your CV in word format to structuring@selbyjennings.com or calling +44 207 0194139.
www.selbyjennings.com