VP/Director, ABS Structuring & Cashflow Analytics

Citi; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Citi's Asset Backed Securitization and Financing business seeks a Vice President/Director to own cashflow model development across a broad ABS portfolio and support deal structuring workflows.

The role combines quantitative modeling with hands-on deal execution, mentoring analysts, and contributing to the analytical and operational infrastructure of a high-performing team in New York.

Qualifications

• 6+ years of experience in ABS structuring, securitized products, or structured finance with non-traditional collateral.
• Strong quantitative and analytical skills with advanced Excel and Intex; VBA experience preferred.
• Deep understanding of ABS deal structures, securitization mechanics, and market conventions.
• Proven experience working with rating agencies, external counsel, and institutional investors on transaction execution.
• Strong judgment and attention to detail in evaluating deal structures and credit risk.
• Excellent communication skills and the ability to collaborate across teams and with clients.

Responsibilities

• Lead the structuring and execution of ABS transactions across Core and Esoteric asset classes.
• Develop, maintain, and enhance detailed cash flow, collateral, and credit models using Excel, Intex, and related tools.
• Conduct rigorous quantitative analysis, including bond math, scenario analysis, and stress testing.
• Coordinate execution with internal teams including credit risk, capital markets, syndicate, sales, trading, legal, and operations.
• Interface with rating agencies, legal counsel, accountants, and investors through the lifecycle of each transaction.
• Support capital markets execution through preparation of rating agency materials and investor presentations.
• Review and provide feedback on transaction documentation to ensure alignment with deal structures and regulatory requirements.
• Identify new asset classes and structuring opportunities in collaboration with coverage teams.

Skills

Quantitative analysis

Credit risk modeling

Securitization knowledge

Communication

Tools

Excel

Intex

VBA

Job description

Citi's Asset Backed Securitization and Financing business seeks a Vice President/Director to own cashflow model development across a broad ABS portfolio and support deal structuring workflows.

The role combines quantitative modeling with hands-on deal execution, mentoring analysts, and contributing to the analytical and operational infrastructure of a high-performing team in New York.