Compute Credit Structuring & Rating Lead

Ornn AI, Inc.; New York (NY); On-site; USD 140,000 - 210,000; Full time

Benefits offered by this job

Equity

Health coverage

Free meals

Job summary

Ornn AI, Inc. is seeking a senior credit structurer to design and optimize securitized credit baskets for non-investment grade tenants. You will work directly with founders to define tranches, credit enhancement, and how pools are evaluated by rating agencies.

You will also partner with the index and derivatives teams to tie structured products to compute pricing and reporting, while collaborating with legal to finalize SPV structures and documentation.

Qualifications

• 2+ years of experience in structured finance, securitization, or credit structuring at a financial institution or rating agency.
• Direct experience building or analyzing cash flow waterfalls and tranche structures for pooled assets.
• Proven track record working with rating agencies on new issuance or surveillance.
• Strong quantitative modeling skills.
• Familiarity with credit characteristics of non-investment grade borrowers and growth companies.
• Clear written and verbal communication.

Responsibilities

• Design credit structures for diversified tenant pools and revenue scenarios.
• Build and maintain quantitative models for pool composition and stress testing.
• Lead rating agency discussions and respond to methodology questions.
• Define waterfall mechanics and reserve structures for each product variant.
• Collaborate with founders, legal, and engineering to align financial engineering with documentation.
• Develop investor materials and reporting for potential buyers.

Skills

Structured finance

Credit modeling

Rating agencies liaison

Cash flow waterfalls

Tranche structuring

Communication

Excel

Python

Tools

Excel

Python

Job description

Ornn AI, Inc. is seeking a senior credit structurer to design and optimize securitized credit baskets for non-investment grade tenants. You will work directly with founders to define tranches, credit enhancement, and how pools are evaluated by rating agencies.

You will also partner with the index and derivatives teams to tie structured products to compute pricing and reporting, while collaborating with legal to finalize SPV structures and documentation.