AVP
The Analyst for European RMBS will be responsible for acting as lead analyst in assigning ratings for European RMBS . In addition, the candiate will assist in the update and development of the European RMBS rating methodology as well as development of the platform through various on-going projects, including but not limited to: writing credit reports for rating committee, developing, executing and publishing research projects, developing of portfolio monitoring tools and developing analytical reports for internal and external use. The candidtae will interact with issuers, investors, external counsel on a regular basis. Responsibilities will include:
· Lead analyst in assignment of European RMBS ratings.
· Writing publishing rating reports, rating criteria, market research and press releases
· Working with arrangers and issuers to understand asset characteristics and structural features of RMBS transactions.
· Conducting on-site reviews of underwriting and servicing of transaction originators with operational risk analyst.
· Promoting the firm's brand name through interaction with market participants
· Running loan level data files through the RMBS default model to generate default and loss assumptions for collateral analysis.
· Analysing asset-liability structures through cash flow model
· Reviewing legal documents related to RMBS transactions (legislative documents, transaction prospectus, swap documents, etc.)
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