Associate / VP – ABS Structuring & Modeling
Core
Provides analytical and execution support for Asset-Backed Securities (ABS) transactions, including structuring, cash flow modeling, and stress testing across asset classes like transportation, auto, and digital infrastructure.
Role type
Associate / VP structured finance analyst (ABS)
Builds
Bond structures, cash flow models, pitch books, and transaction documentation for public and private ABS issuances.
Domain
Structured Finance / ABS / Transportation & Consumer Assets
Deliverable
production ML models | product features
Required skills
Cash flow waterfall mechanics, credit enhancement features, rating agency stress scenarios, Excel (complex formulas), Intex, Bloomberg, SQL, Python, VBA
Preferred skills
Transportation asset modeling (aircraft, container, rail), consumer asset modeling (subprime auto), digital infrastructure assets, collateral analytics, macro market/rates/hedging understanding
Technologies
Intex, DealVector, Excel, VBA, Bloomberg, SQL, Python
Responsibilities
Develop and maintain cash flow models with waterfall mechanics and triggers; Design and optimize transaction structures including tranche sizing and payment priorities; Prepare pitch books and marketing materials with cash flow analytics; Collaborate with risk teams, relationship managers, and rating agencies; Participate in roadshows to explain structural features and risk mitigants.
Seniority
Mid-Senior, hands-on IC