Manager, Structured Finance ABS Modeling

KPMG LLP; McLean (VA); On-site; USD 140,000 - 200,000; Full time

Job summary

KPMG LLP is seeking a Manager to join our Structured Finance group in McLean, VA. You will develop and model complex financial structures, oversee risk analysis, and help drive advisory and audit engagements for structured products.

The role requires collaboration with clients, regulators, and investors to ensure accurate valuations and compliant reporting. The successful candidate will review cash flow models for MBS/ABS, CDOs, CLOs, CMBS, and related instruments, while applying AI-enabled

Qualifications

• 5+ years in public accounting, advisory services, or a large multinational.
• Bachelor's degree in accounting or related field.
• Strong GAAP/IFRS/SEC knowledge and financial reporting experience.
• Proven ability to connect with senior executives and generate business.
• Demonstrated leadership of diverse teams and travel willingness.
• Authorized to work in the U.S. without visa sponsorship.

Responsibilities

• Develop and model complex financial structures including cash flow and waterfall rules.
• Support risk management advisory and audit engagements on valuations and cash flows.
• Analyze regulatory changes under SEC-like criteria and AB II.
• Review and develop cash flow models for MBS/ABS, CDOs, CLOs, ARS, CMBS.
• Assess internal controls and warehouse facilities for risk and compliance.
• Perform testing on financing agreements with banks, regulators, and investors.
• Provide analysis and reporting for Green/Social/Sustainability Bond notes.
• Apply AI-enabled tools to improve automation and workflows.

Skills

Leadership

Business development

Client relations

Communication

Financial analysis

Audit

Education

Bachelor's degree in Accounting or related field

Tools

Claude Code

Loveable

Co-Pilot

Mistral

Job description

KPMG is currently seeking a Manager to join our Structured Finance group in our Structured Finance practice.

Responsibilities:

• Develop and model complex financial structures such as reverse engineering of cash flow, waterfall payments, including payment rules, interest calculations and trigger effects
• Work on financial risk management advisory and audit engagements related to financial instrument valuations and cash flow analysis of fixed income, structured products, solar tax equity technical accounting applications, and whole loan portfolios
• Analyze and assess risk management activities related to investment portfolios, liquidity sources, accounting changes, and new regulations related to the SEC's Regulation AB II criteria.
• Review, validate, and develop financial cash flow models including mortgage (MBS) and asset-backed securities (ABS), collateralized debt obligation (CDO), collateralized loan obligations (CLO), auction rate securities, residual assets, mortgage-servicing assets (MSR), and commercial mortgage-backed securities (CMBS)
• Review operational risk management, internal control policies and procedures including GAP analysis, including warehouse facilities.
• Perform compliance testing related to various client financing agreements with investment banks, securities issuers, regulators, government agencies, and investors
• Provide detail analysis and reporting for securities and investors looking at Green Bonds, Social Bonds, Sustainability Linked Notes.
• Perform attestation and framework advisory services related to the principals of Green Bonds, Environmental, Social and Governance (ESG) and Sustainable Finance as the market continues develop complex frameworks that require KPMG's attestation and procedures.
• Utilize technology as well as AI-enabled tools to improve automation efforts, improve workflows and leverage KPMG licenses with software that includes Claude Code, Loveable, Co-Pilot, Mistral, etc.

Qualifications:

• Minimum five years of recent experience with a public accounting firm, advisory services firm or a large multinational organization conducting financial audit or corporate accounting
• Bachelor's degree from an accredited college or university in an appropriate field;
• Strong current knowledge in one of the following: U.S. Generally Accepted Accounting Principles (GAAP), international financial reporting standards (IFRS), Securities and Exchange Commission (SEC) financial reporting issues, bankruptcies, business combinations or financial restatements
• Demonstrated ability to connect with senior executives of leading organizations to generate new business relationships and projects
• Proven capability to lead teams of employees comprised of diverse backgrounds and skill sets
• Willingness and ability to travel (500STF)
• Must be authorized to work in the U.S. without the need for employment-based visa sponsorship now or in the future. KPMG LLP will not sponsor applicants for U.S. work visa status for this opportunity (no sponsorship is available for H-1B, L-1, TN, O-1, E-3, H-1B1, F-1, J-1, OPT, CPT or any other employment-based visa)