In this hands-on lead role one will participate in structuring cross asset ABS and MBS products and be responsible for managing pricing estimates, pre-payment, loss, delinquency, etc. for multiple platforms and asset types, leading monthly mark-to-market valuations. Will review relevant offerings materials, around stratifications, decrement tables, fair value calculations. Will provide analytics support for internal and external presentations and interact with Rating Agencies, help and achieve targeted bond ratings. Will collaborate with the Quantitative Strategies team to build and test firm???s AI and ML technology to forecast assets performances.

Role's Requirements: Extensive experience in a Fixed Income structuring, particularly ABS/MBS and related. Hands-on in statistical, quantitative programming (in either Python, R, SAS, MATLAB), proficiency in Excel (macros, data and pivot tables, statistical functions, financial analysis functions). Advanced degree a plus. Must be an exceptional communicator, verbal, written, presentations; lead growing structuring team. Able to work a hybrid schedule.