RMBS Associate: Lead Ratings & Modelling (London)

Emploive; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Hybrid work schedule (office Tue–Thu)

Competitive benefits

Pension plan

Educational and professional support

Employee referral bonus

Job summary

KBRA Europe Limited seeks an Associate for its RMBS team in London. You will lead ratings processes, model cash flows, and prepare memos and research for European RMBS assets. The role requires accuracy, collaboration with stakeholders, and timely delivery of analyses.

The ideal candidate has 3+ years RMBS exposure, solid credit risk understanding, and strong Excel/VBA skills, with excellent communication. A hybrid work setup and opportunities for development are available.

Qualifications

• Bachelor’s degree required; advanced degree a plus.
• 3+ years RMBS or similar asset experience.
• Strong credit risk understanding and quantitative skills.
• Proficient in Excel, VBA, and data manipulation.
• Ability to present analyses clearly to committees.
• Excellent written and verbal communication.
• Willing to travel freely EU/UK; Spanish helpful.
• Familiar with AI tools like ChatGPT is a plus.

Responsibilities

• Lead RMBS ratings analyst from start to finish.
• Model issuance structures and cash flows; use Intex.
• Prepare memos and reports; write commentary.
• Manage internal/external stakeholders and communicate views.
• Represent KBRA in risk reviews/conferences.
• Surveil rated transactions.
• Develop KBRA methodologies for mortgage portfolios.
• Learn and develop with senior team.

Skills

RMBS experience

Financial analysis

Excel/VBA proficiency

Quantitative skills

Communication skills

Independence under deadlines

Spanish language

Generative AI familiarity

Education

Bachelor's degree

Advanced degree

Tools

Excel

VBA

Job description

KBRA Europe Limited seeks an Associate for its RMBS team in London. You will lead ratings processes, model cash flows, and prepare memos and research for European RMBS assets. The role requires accuracy, collaboration with stakeholders, and timely delivery of analyses.

The ideal candidate has 3+ years RMBS exposure, solid credit risk understanding, and strong Excel/VBA skills, with excellent communication. A hybrid work setup and opportunities for development are available.