Website Vichara Technologies
Role Overview:
Reverse-engineer MBS/RMBS/CMBS/ABS deal structures from term sheets, offering circulars and payment rules.
Build collateral, bond and waterfall models, including triggers, OC/IC tests, shifting interest and principal-allocation rules.
Required Candidate profile:
– 6+ years in structured-finance modeling.
– Strong Python and knowledge of at least one of Agency MBS, CMBS, ABS or CLOs.
– Ability to interpret transaction documents and translate waterfalls into code.
Role Details:
– Role: Trading, Asset & Wealth Management – Other
– Industry Type: IT Services & Consulting
– Department: BFSI, Investments & Trading
– Employment Type: Full Time, Permanent
– Role Category: Trading, Asset & Wealth Management
Education:
– UG: B.C.A. in Any Specialization, B.Sc in Any Specialization, B.Tech / B.E. in Any Specialization
Key Skills:
– Fixed Income, Structured Products, SQL, Cash Flow Modeling, Python, Securitization, FRM, Model Validation, Rmbs, Risk Modeling, Structured Finance, Quantitative Analysis, Fixed Income Securities, Cmbs, MBS, CFA
To apply for this job please visit www.iimjobs.com.
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