HR Officer Female Arabic

• We have an immediate position open for a Private Label RMBS Modeler/Analyst to support multiple clients for our Modeling and Analytics Practice.
  

RESPONSIBILITIES

• Build, maintain and enhance proprietary cash flow models and valuation methods.
  
• Design, develop, document, and execute mortgage collateral and Private Label RMBS cash flow analyses, in a variety of hypothetical scenarios, using vendor and in-house tools.
  
• Provide a critical review of Private Label RMBS contractual agreements, collateral cashflow projections, and RMBS valuations.
  
• Generate and evaluate alternative methods for cash flow projections and valuations, according to client needs.
  
• Engineer processes to adapt and input different collateral scenarios into MBS cash flow models.
  
• Coach and supervise junior team members, as appropriate for senior candidates.
  

QUALIFICATIONS

• Bachelors and/or other Advanced Degree in finance, computer science, math, statistics, economics, or other relevant analytical disciplines.
  
• 3+ years of related experience.
  
• Familiarity with RMBS payment structures ( waterfalls ), preferably for Private Label securities.
  
• Ability to read and interpret PSAs and offer documents such as Prospectus Supplements.
  
• Experience using Intex, Wall Street Analytics, or other cash flow modeling tools.
  
• Advanced knowledge of Excel, SQL proficiency. Strong skills in Python, VBA or similar languages preferable.
  
• Understanding of mortgage performance modeling including default, severity, and prepayment models.
  
• Understanding of fixed income analysis and valuations.
  
• Understanding of the roles of different players in asset securitizations including trustees, servicers, and depositors.
  
• Understanding of loan performance and service data.
  
• Broader experience and interest in Financial Services Consulting.
  
• Stress testing (Dodd-Frank test, CCAR) experience a plus.
  
• Initiative to meet project goals.
  
• Excellent organizational and analytical skills and attention to detail.
  
• Team player with the ability to work independently and function in a support role.