Functional Responsibility / Domain Related
Support global Credit Analyst(s) in analyzing the performance of a portfolio of structured finance transactions, and in responding to credit events.
1. Assist global Credit Analyst(s) in cash flow analysis , for Structured Finance securities. Prepare analysis for structured finance deals (viz., covered bonds, RMBS, ABS, CLOs etc. across EMEA and US regions) using proprietary platforms and ensure the correctness of the cash flow output
including for complex deals.
Analyze industry dynamics and regulatory trends.
Prepare internal credit research reports and notes. Assist global Credit Analysts in preparing publishable credit reports.
Model and regularly maintain structured finance deals (RMBS, ABS, CMBS, etc. across regions) using proprietary platforms; ensure the correctness of the cash flows. Modelling involves:
- In-depth understanding of transaction documents such as Offering Circular, Indenture, Swap Agreement, etc.
to understand the structure and features of the deals.
- Preparing set up files.
- Writing appropriate conditions & payments structure in the tool needed to generate the required output and make it ready for investors.
Model maintenance involves regular testing and validation of models based on the most recent reports, statements published by issuers, servicers, understanding payment structures and revising the model to be in sync with expected outcome.
Stay abreast of the latest developments in the structured finance market and understand / be able to comment on their potential impact.
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📌 Credit Analyst (Pune)
🏢 Crisil
📍 Pune