I am working with a world renowned investment bank that is looking for an intuitive and eager candidate to step in to a V.P level role.

The team focuses on Structured Finance and they are looking for someone with a history working with ABS products.

Responsibilities:

· Develop methodology for loan level prepayment and default modelling of UK RMBS. Inc. Sourcing of data, spreadsheet modelling

· Liaise with Research, ABS Flow, Mortgage providers etc on deal specific and market developments.

· Work with IT to implement models into a trading system, capable of automated prepayment predictions based on changes to macro market data inputs

· Assist in developing new hedging strategies for managing the portfolio

· Develop methodology for monitoring the performance of ABS deals where the desk has swap exposure



Skills Required – Your skill set must be a close a match as possible to the below list in order to be considered for this role

· Must be an ABS structurer/ trader or quant



· Fundamental understanding of ABS structures, inc. waterfall, risk drivers

· Must have worked with derivatives

· Able to run VB macros and liaise with IT

· This role would suit an ABS structuring/ trading/ quant

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com