Search Results: 4 vacancies
...credit rating models, such as default models, cashflow models, capital models, regression models covering asset classes of RMBS, ABS, CMBS, Covered Bond, Structured Credit, Corporates, Financial Institutions and Sovereigns. The Credit Ratings Modeling team will collaborate...
...analysis, modeling, and research in the structured finance industry with good understanding of major asset classes such as CLO, ABS, RMBS, CMBS
~ Good understanding of the concepts and economics of securitization markets
~ Strong competence in MS Excel (VBA Macros) and MS...
...the securitization marketplace across asset classes, including asset- backed securities (ABS), commercial mortgage- backed securities (CMBS), residential mortgage- backed securities (RMBS) and collateralized loan obligations (CLO). The securitization market is a dynamic marketplace...
...securities trading.
Knowledge of fixed income securities and related metrics.
Strong knowledge on OTC products (preferred MBS/RMBS/CMBS, mortgage derivatives, OTC derivatives (IRS, Swaptions, CDX)).
Experience with Geneva/Simcorp and Bloomberg AIM is preferred but not...
