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Los Angeles County Employees Retirement Association

Pasadena, California

University Pension Plan Ontario

Toronto, Ontario, Canada

Cercano Management LLC

Bellevue, Washington

Deutsche Bank

London, United Kingdom

State Street Corporation

London, United Kingdom

State Street Corporation

Sydney, New South Wales, Australia

S&P Global

London, United Kingdom

Eames Consulting

Singapore, Singapore

BNY Mellon

London, United Kingdom

Bank of Singapore

Singapore, Singapore

Alexander Ash Consulting

London, United Kingdom

Deutsche Bank

London, United Kingdom

Morgan McKinley

Singapore, Singapore

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Cash Flow Modeler - Structured Products
The Structured Products market makes up nearly $10 trillion of US public and private bond market debt. Banks use financial engineering to transform a variety of assets, such as residential and commercial mortgages, auto and student loans, and credit card debt, into securities that are structured to meet nearly any investor appetite. We are responsible for creating and maintaining a large library of cash flow models and data for these securities. Cash flow models are required, along with prepayment and credit assumptions, in order to price these securities accurately. You will be creating cash flow models primarily for the Collateralized Loan Obligations (CLO) asset sector with the potential to cover other asset sectors including Agency Collateralized Mortgage Obligations (CMO


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