Full time
London Stock Exchange Group
Buffalo, NY, USA
Responsibilities The Yield Book team is looking to hire a cashflow modeling associate to model Mortgage-Backed Securities (Non-Agency) and Asset-Backed Securities (ABS). We are looking for someone who is motivated and driven. Strong analytical background is needed for the job. Willingness to learn is highly important for this position. Cashflow modeling of mortgage-backed and asset-backed securities using in-house proprietary software tools, interpreting deal legal documents to create a structured C++ based model. Model structured products such as US and non-US issuance deals of various asset types including but not limited to mortgages, student loans, credit cards, auto, and equipment loans. Work on various ad-hoc projects when needed. Assist with maintenance of modeled securities for current payments and collateral updates. Perform quality assurance checks on database of modeled securities. Oral and written communication with trustees, underwriters, and servicers....
