We are partnering with a global investment bank who are expanding their Quantitative Structuring team in New York.
The Quantitative Structuring Analyst will provide analysis and support to the origination, sales and trading of ABS for flow and non flow asset classes. You will be responsible for deal structuring for new bank lending and new issue Asset Backed Securities. The main purpose of the role will be to actively support senior team members in their efforts to promote new business origination and deal execution.
Successful candidates will have a Bachelors Degree coupled with 2+ years of experience in a quantitative or related role dealing with securitized products. The ideal candidate will have strong modeling skills. Experience with Intex or related program a plus. As this is a highly visible role, candidates are expected to have excellent communication skills, both written and verbal, with the ability to demonstrate sound judgment.
For more information on this role, please contact Lauren Bowden on 646 766 1230.