Description
Senior AFS Quant for ABS Valuation: RMBS, CMBS, CLOs, SME CLOs: London
PTS Consulting is working on behalf of a global investment bank we are looking for a senior AFS Quant to perform valuation and provide provision estimates on the following Asset Classes: European & US RMBS, CMBS, CLOs, SME CLOs, Credit Cards, CDO of ABS on a quarterly basis and also to provide any analysis on Ad Hoc basis.
Delivers a good balance between accuracy, risk, and workload (costs)
Technical competencies
Market, product & business
Knowledge of ABS and securitisation structures: RMBS, CMBS, CLOs, CDO of ABS, Credit Cards, SME CLOs
Experience of mark-to-model valuation techniques
Regulatory/Business Risk
Understanding and very advanced knowledge on the regulatory requirements applying to ABS and Securitisation business
Experience in discussing with Regulators and Industry associations
Understands the market, credit, operational, compliance, legal, regulatory and reputational risks of Securitisation transactions
Desirable skills/Systems
Systems
Very strong experience in maintenance/development of complex models in Excel/VBA,
Working knowledge of Intex, Trepp, Fitch S&P and Moodys reports, CBRE data Base, PPR Costar data reports
PTS is an Equal Opportunities employer and applicants are selected solely on the basis of their relevant aptitudes, skills and abilities. No applicant shall receive less favourable treatment on the grounds of sex, marital status, civil partnership status, trans-gender status, pregnancy, maternity, colour race, nationality, ethnic origin, religion, belief, sexual orientation, disability, age. This is not an exclusive list.