AVP/VP RMBS ABS Deal Structuring

Page Executive; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

MPI is seeking a senior structurer to lead RMBS and esoteric ABS transactions in a high‑impact, cross‑functional role. You will build and maintain detailed cash flow models, analyse collateral pools, and design capital structures that meet issuer and investor needs. You will coordinate with legal, risk, and capital markets teams and support investor presentations and rating agency discussions. The role emphasizes strong communication across stakeholders.

Qualifications

• Experience structuring RMBS/ABS transactions.
• Strong understanding of securitisation and fixed income markets.
• Advanced cash flow modelling proficiency (Intex preferred).

Responsibilities

• Structure and execute RMBS and esoteric ABS from analysis to closing.
• Develop cash flow models to evaluate collateral and transaction economics.
• Analyse collateral pools and assess credit, structural, market risks.
• Design capital structures balancing issuer objectives and investor demand.
• Coordinate with legal, risk, accounting, and capital markets teams.
• Support rating agency engagement and investor presentations.
• Review transaction documents to ensure structural integrity.
• Monitor market trends and opportunities across RMBS and esoteric ABS.

Skills

RMBS structuring

Cash flow modelling

Fixed income

Excel modelling

Intex

Credit risk

Investor comms

Rating agencies

Securitisation

Tools

Intex

Excel (Advanced)

Job description

This role is focused primarily on the structuring and execution of RMBS and esoteric ABS transactions across a variety of asset classes.

The successful candidate will play a central role in transaction execution, cash flow modelling, structural analysis, and coordination with investors, rating agencies, legal counsel, and internal stakeholders through all phases of the securitisation process.

The bank is a leading structured finance franchise and a recognized leader in ABS fianncing, with a top-tier RMBS platform and significant activity across esoteric ABS markets.

Description

• Structure and execute RMBS and esoteric ABS transactions from initial analysis through closing.
• Develop and maintain detailed cash flow models to evaluate collateral performance, tranche structures, and transaction economics.
• Analyse residential mortgage and specialty finance collateral pools, assessing credit, structural, and market risks.
• Design capital structures that balance issuer objectives, investor demand, and risk management considerations.
• Coordinate with legal, accounting, risk, capital markets, and origination teams throughout transaction execution.
• Support rating agency engagement, investor presentations, and securitisation marketing efforts.
• Review offering documents, transaction agreements, and legal documentation to ensure structural integrity and efficient execution.
• Monitor market trends and identify opportunities across RMBS and esoteric ABS sectors.

Profile

• Experience structuring, analysing, or executing RMBS, ABS, or other securitised products transactions.
• Strong understanding of securitisation, structured finance, bond mathematics, and fixed income markets.
• Advanced Excel modelling skills; Intex experience preferred.
• Ability to evaluate transaction economics, collateral performance, and credit risk.
• Strong communication skills with the ability to work across multiple stakeholder groups.
• Direct experience with RMBS transactions.
• Exposure to esoteric ABS asset classes such as oil & gas, digital, music, specialty finance, consumer receivables, transportation, equipment, whole business, solar, timeshare, or other non-traditional securitizations.
• Experience working with rating agencies, investors, and external transaction parties.
• Background within a structured finance, securitisation, or capital markets platform.

Job Offer

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.