Associate, Structured Finance Analytics

SMBC; New York (NY); On-site; USD 119,000 - 175,000; Full time

Job summary

SMBC in New York is seeking a finance professional to develop and maintain cash flow models for various ABS assets using Excel and VBA. You will transform transaction documentation into robust model logic, including waterfalls, triggers, and structural protections, and produce materials for rating agency review.

The role requires applying rating agency methodologies, conducting pool selection and collateral analysis, and validating structures with Intex tools.

Qualifications

• Cash flow modeling in Excel and automation using Python/VBA.
• Interpretation and application of rating agency methodologies and collateral analytics.
• Translation of deal documentation into robust model logic and analytics.

Responsibilities

• Develop and maintain cash flow models for ABS assets across classes using Excel and VBA.
• Convert transaction documentation into robust model logic with waterfalls, triggers, and protections.
• Apply rating agency methodologies and perform pool selection, collateral eligibility and concentration testing.

Skills

Cash flow modeling

Python & VBA automation

Rating agency methodologies

Deal documentation analysis

Collateral analytics

Pool selection

Education

Master’s degree in finance or related field

Job description

SMBC in New York is seeking a finance professional to develop and maintain cash flow models for various ABS assets using Excel and VBA. You will transform transaction documentation into robust model logic, including waterfalls, triggers, and structural protections, and produce materials for rating agency review.

The role requires applying rating agency methodologies, conducting pool selection and collateral analysis, and validating structures with Intex tools.