Credit Analyst
Role Background:
The primary responsibility of this position is to provide evaluations for European RMBS, CMBS and ABS securities on a daily basis. The Evaluator will take full responsibility for the evaluation process in designated markets which includes conducting deal structure, collateral performance and tranche cash flow analysis, monitoring news and market activity as well as interacting with market participants. The role will also include working with management and systems development teams to expand coverage and product offering.
Role Details:
- Daily evaluation of European ABS securities using proprietary models.
- Assessment of collateral performance data, determination of deal performance assumptions and tranche cash-flow analysis
- Market colour and broker quote research - interaction with market participants, analysis of primary and secondary markets.
- Maintenance of contacts with market participants.
- Daily client query handling using internal databases
- Work with management and model development teams to expand coverage and product offering.
- Implementation and enhancement of quality assurance and control measures within designated field.
- Responsibility for researching and furthering specialist knowledge of assigned markets.
Skills Needed:
- Proven work experience with asset-backed securities.
- Good knowledge of securities modelling and pricing.
- Good quantitative and analytical skills with strong attention to detail.
- Ability to facilitate relationships with market participants.
- Excellent knowledge of Excel spread sheets.
- Ability to work under stringent time constraints and prioritise workload
- Effective oral and written communication skills.
- Self-motivated but with ability to work effectively in a team.
- A good degree in or including Economics, Finance or a Business related subject
- Fixed income modelling skills
- Knowledge of Intex products
- Knowledge of Access, VBA, Word, Powerpoint
If you feel you have the right skill set for the advertised position please get in touch via email or phone. DSakthithasan@morganmckinley.co.uk or 02070920064
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