VP – ABS Structuring

This is a new role to the group as the team has recently re-organized and needs someone to work with traders and investors within the structured credit teams.

 

The portfolio is responsible for Securitised trades 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 cash-flow models and other analytics to structure and price RMBS, and Consumer Loan ABS . The ideal candidate will therefore have 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.a33hoiysia@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com - All CV’s must be sent in word format.

May 24, 2013 • Tags:  • Posted in: Financial

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