We are looking for an Associate financial engineer to join our modelling team, which is responsible for waterfall cash flow models and first payment date update ( ABS-Student loan focus ) using our in house proprietary modeling and updating tools This is a good opportunity to join a growing team where you will be expected to participate in various of structured finance cash flow model , first payment date updating and modeling tool development . You will also be expected to work closely with each Asset class desk regarding client challenges and new securitization products analysis in market .
Develop complex, cash flow projection models for US securitization transactions using our proprietary software. In particular you will be tasked with creating and reviewing Cash Flow (Waterfall) model for various ABS , RMBS and CMBS transactions for external and internal clients, supporting our product and software development teams for these products.
participate in quality and productivity enhancement projects
responsible for the deal update for the first payment cycle
participate in modeling and updating tool development and enhancement
Work closely with each Asset class desk regarding client challenges and new securitization products analysis (focus on waterfall) in market
CESA division of Moody's Analytics
Master or Bachelor's degree in Economics, Finance, Financial Engineering, Statistics, Math or related quantitative field and 2 -3 years' experience in securitizations.
Experience in collateral analysis, credit risk and cash flow modeling for ABS- Student Loan or other structured products is desirable.
Should have strong verbal and written communication skills. Candidates must demonstrate strong quantitative and problem solving abilities. Strong Excel skills are required. Knowledge of VBA and/or C# etc. is a plus.
Should have attention to details and be able to work effectively in a team setting to deliver projects accurate and in timely fashion.
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $3.6 billion in 2016, employs approximately 10,700 people worldwide and maintains a presence in 36 countries. Further information is available at www.moodys.com.
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