Opportunity To engage with the structuring team within Structured Finance practice of Global Asset Managers Responsibilities l Cash Flow Modelling \xe2\x80\x93 Built and provide support in cash flow modelling and built the comprehensive models for Coverage test, Portfolio profile & Collateral tests etc. l Exposure to reconciling cash flows l Have wide experience working on Excel models and also industry accepted platforms like WSO, CD world , Intex etc. l Support in updating and reconciling the prices for various loans, bonds etc. l Coordinate with the onshore team on pricing of loan tapes for various asset classes l Track breach of deal-specific triggers/covenants and analyze their impact on relevant macro-economic indicators l Prepare various scenario\xe2\x80\x99s in rating agency credit model l Prepare periodic (weekly / monthly) structured product newsletters l Prepare and track the performance of Conduits/warehouse lines of credit l Update and analyze new ABS Issuance database using tools such as Bloomberg, IFR etc. l Update collateral performance for various ABS/Esoteric deals of specific issuers l Calculating risk weighted asset (RWA) for a securitization position Required Background l MBA/M Tech/Masters in Statistics/M Com from a Tier I or II B-school or B Tech from a reputed university l Candidate with 3-5 years of relevant experience in Securitization l The ability to function well independently and in a team environment is crucial l Excellent communication and inter personal skills required l Self-motivated candidate having awareness about the fixed income and structured finance market