Be responsible for monthly IPV process using external data sources and internal client models
Run Intex models to analyze and value structured products, including RMBS, CMBS, ABS, and CLOs.
Perform cash flow modeling, scenario testing, and sensitivity analysis for structured credit investments.
Assist in day-to-day management including, but not limited to, checking daily and monthly pricing feeds from multiple vendors, trade back testing, stale price checks, escalation to senior management, and completion of ad-hoc deliverables.
Prepare summaries to review results with senior finance executives and investment team
Ability to challenge the valuation methodologies proposed by the investment team
Analyze key valuation drivers and structures, waterfalls, cash flow triggers, loan origination process, pricing models, servicing, market trends, technical factors, collateral characteristics, and government actions that impact valuation
Oversee the preparation, review and presentation for the monthly valuation committee meetings
Responsible for managing relationships with third party pricing vendors and third party valuation firms
Ensure existing supporting technology is optimally utilized
Be responsible for enhancing and streamlining existing working processes including evaluating opportunities for further automation
Skills
Strong understanding and valuation experience across a range of Securitized Products including CMBS, CLOs, RMBS, ABS, Whole loans, MSR's and experience with INTEX for cash flow analysis, valuation and pricing
Private Equity and Derivatives valuation experience a plus
Ability to work in a dynamic, fast paced environment
Strong Excel and analytical skills required
Strong Power Point and modeling skills experience preferred
VBA, SQL, Bloomberg a plus
Familiarity with ASC820 preferred
Excellent oral and written communication skills; strong attention to detail
Ability to take ownership of issues, multi task, manage their own time and work independently
Strong interpersonal skills and ability to work collaboratively across various teams/groups
