Associate/AVP, Securitized Products Structurer, Resi

Selby Jennings; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Selby Jennings is seeking an Associate or AVP to join its Residential Securitized Products Structuring team in New York. The role supports structuring and execution of residential mortgage securitizations and financing transactions across Non-QM, Prime Jumbo, DSCR, RTL, and whole loan products.

You will work closely with traders, originators, and legal teams, build cash flow models, analyze collateral, and prepare materials for rating agencies, investors and clients, gaining exposure to the

Qualifications

• 3-7 years of experience in securitized products, structured finance, RMBS, mortgage finance, capital markets or related field.
• Experience on residential mortgage securitizations, whole loan transactions, or residential credit products.
• Familiarity with RMBS structures, bond cash flows and credit enhancement.

Responsibilities

• Support structuring and execution of public and private-label RMBS transactions (Non-QM, Prime Jumbo, DSCR, RTL, etc.).
• Build and maintain cash flow models for bond structuring and transaction execution.
• Analyze collateral pools, prepayment assumptions, credit performance and loss expectations.
• Prepare rating agency materials and coordinate with Moody's, S&P, Fitch and other agencies.
• Collaborate with Trading, Sales, Syndicate, Banking, Legal and external clients throughout the lifecycle of transactions.
• Develop bond structures, collateral stratifications, offering materials and investor presentations.
• Conduct relative value analysis and support new issue pricing discussions.
• Review transaction documents and coordinate with counsel, trustees, servicers and others.

Skills

Strong quantitative skills

Analytical skills

Excellent communication skills

Education

CFA designation or progress toward CFA

Tools

Intex

Bloomberg

Excel

Financial modeling

Job description

Associate / AVP, Residential Securitized Products Structuring

Location: New York, NY

A leading global investment bank is seeking an Associate or AVP to join its Residential Securitized Products Structuring team. This individual will support the structuring and execution of residential mortgage securitizations and financing transactions across a range of non-Agency mortgage products. The role offers significant exposure to transaction execution, cash flow modeling, investor analysis, rating agency interactions, and residential credit markets.

Responsibilities

• Support the structuring and execution of public and private-label RMBS transactions, including Non-QM, Prime Jumbo, DSCR, RTL, and residential whole loan securitizations.
• Build and maintain cash flow models used for bond structuring, scenario analysis, and transaction execution.
• Analyze collateral pools, prepayment assumptions, credit performance, loss expectations, and credit enhancement levels.
• Prepare rating agency materials and assist in managing interactions with Moody's, S&P, Fitch, KBRA, and DBRS.
• Work closely with Trading, Sales, Syndicate, Banking, Legal, and external clients throughout the transaction lifecycle.
• Assist in developing bond structures, collateral stratifications, offering materials, and investor presentations.
• Conduct relative value analysis and support new issue pricing discussions.
• Review transaction documents and coordinate with legal counsel, trustees, servicers, and other transaction participants.
• Monitor residential mortgage market trends, securitization issuance activity, and investor demand.
• Support warehouse and residential financing transactions as needed.

Qualifications

• 3-7 years of experience within securitized products, structured finance, RMBS, mortgage finance, capital markets, or a related field.
• Experience working on residential mortgage securitizations, whole loan transactions, or residential credit products.
• Strong understanding of RMBS structures, bond cash flows, credit enhancement, and residential collateral performance metrics.
• Proficiency in Intex, Bloomberg, Excel, and financial modeling.
• Familiarity with rating agency methodologies and securitization documentation.
• Strong quantitative and analytical skills.
• Ability to manage multiple live transactions in a fast-paced environment.
• Excellent written and verbal communication skills.

Preferred Qualifications

• Prior experience at an investment bank, issuer, rating agency, mortgage originator, or structured finance advisory firm.
• Exposure to Non-QM, Prime Jumbo, DSCR, RTL, CRT, or residential whole loan markets.
• VBA, Python, SQL, or other analytical tools a plus.
• CFA designation or progress toward CFA preferred.