Develop structured-finance cash-flow models in Python/C++, recreate deal waterfalls, model payments, defaults and recoveries, validate outputs, improve modeling efficiency, and use AI tools (Cursor, Claude, ChatGPT) for coding, testing, debugging.
Required Candidate profile
Experience in Python/C++. Built cash-flow and structured-finance models (ABS/MBS/CLO). Deep expertise in agency and/or non-agency prepayment modeling