About the Role:
As a member of the CMBS team, you will conduct thorough quantitative and qualitative research on the underlying loans and properties that collateralize Commercial Mortgage Backed Securities transactions. In addition, you will assist the onshore team with setting up Net Cash flow models; assist with special projects/initiatives, as needed. With some seasoning, you also will be expected to have thorough understanding underwriting and support on various other task across the ratings value chain. This position is based in our Navi Mumbai office.
Responsibilities:
- Analyze the credit risk in SF securities by performing tasks that includes reviewing deal documents, analyzing periodic data and setting up net cashflow templates.
- Collect, organize and analyze data from internal and external sources for use in criteria development, ratings and research reports.
- Accurate and timely retrieval, analysis, research and reporting of CMBS pool level and property level performance, including:
- Identifying and analyzing risky assets based upon qualitative and quantitative factors o Identifying macro and micro risk factors, including market, property type, tenant, and borrower, to determine and measure exposure within the CMBS pools and loan portfolios.
- Monitoring, analysis, and executive summary reporting on CMBS transactions, including an investigation of potential default or loss scenarios for underlying real estate loan collateral.
- Compile and prepare periodic portfolio reports for use by senior staff and identify material changes for research causes.
- Take ownership of the tasks with focus on quality and accuracy of the deliverables
- Demonstrate solid learning curve and eagerness to move up the rating value chain
- Ensure compliance with regulatory and company policies and procedures.
Requirements:
- 3 to 5 years of experience in a credit research domain, with knowledge of CMBS, experience at a rating agency is a plus.
- Bachelor’s degree in Accounti