We are looking for a sharp professional with an MBA who has proven modeling skills (VBA SQL, EXCEL, ACCESS); specifically, in the area of reading governing CDO documents and converting those written instructions into proprietary financial models based on MS Access and MS Excel.
Principal Responsibilities for a Vice President of Structured Finance:
Firm grasp of CDO indenture language, and the associated modeling implications.
Perform and validate financial analysis and collateral quality tests for structured finance vehicles, and analytical work related to data management and financial statement reports.
Develop database and spreadsheet-based financial models using Visual Basic and Excel that maintain relevant information for internal and external monthly reporting, and for distressed debt investment analysis.
Provide assistance to Investment Bankers regarding risk management and achieving strategic and financial goals of transactions by supplying a variety of financial models, portfolio results and historical performance measures.
Assist in the development of tools, financial models and software programs to automate monitoring of collateralized debt obligations (CDOs) and ensuring the continual compliance of the CDOs by computing various analytics and tests related to the collateral portfolio as defined specifically in the appropriate indentures or offering documents.
Analyze financial information supplied by portfolio managers and update credit rating models for Moody’s and S&P.
Test and analyze Microsoft Excel-based integrated pricing models, and enhance programming with high level programming languages for fast and accurate calculation.
Prepare company presentation materials.
Qualifications: BS in Computer Science or like degree, MBA, CFA preferred, Positive Team Player, 3yrs experience, Substantial knowledge of Fixed Income, Bank Loans, Accounting