Vice President, Asset Based Investments

About the role

Job responsibilities and duties include:

• Analyze and screen new Asset Based Investment opportunities collateralized by traditional finance and other hard assets with contractual cashflows including consumer, corporate, residential, transportation and energy/ infrastructure credit. Determine appropriate level of risk appetite.
• Develop and implement a strategy to grow portfolio of Asset-Based Investments
• Develop mathematical cashflow models based on the data received by client and deal structure as per legal documents and rating agency requirements. Analyze data received from client using Microsoft Excel, VBA, Python, C++ and run stratification report on the data
• Lead execution and structuring of transactions, prepare term sheets, and review legal documentation. Build borrowing base and loss expectation models for optimizing structure of investment.
• Expand relationships with broker/dealers in the ABI market specializing in off-the-run value add investments opportunities, as well as direct relationships with issuers
• Develop investment recommendations and present them to the investment committee. In depth analysis of the collateral and financial economics of the investment.
• Work with business development to provide investment reporting and surveillance to support third-party fundraising efforts. Prepare weekly and monthly management reports, including KPIs, KRIs, and portfolio statistics. Work to automate reporting and identify potential efficiencies.
• Assist with ongoing surveillance of the existing portfolio. Build and analyze performance statistics for the existing portfolio.
• Collaborate with internal stakeholders including asset allocation, risk management, operations, legal, compliance, and accounting.
• Develop a strong understanding of investing for regulated insurance companies, including new developments within the various industry rule-making bodies.
• Growing and mentoring a team of analysts in the same skill to develop the future leaders in ABI

This position does not supervise any other personnel.

Minimum Requirements:

Bachelor’s degree in Quantitative & Computational Finance, Finance, Accounting, or related

field of study and at least three years of experience in job-offered or in any position(s)

involving financial analysis at a major financial institution, accounting firm, or rating agency.

Qualifications

Qualified applicants must also have demonstrable proficiency, skill, experience, and knowledge with the following:

1. Cash flow modelling securitized products
2. Intex Calc and Intex Dealmaker
3. Excel (Macros, Arrays, Regression, Index/Match)
4. Python (Pandas, scikit-learn, numpy, matplotlib)
5. Reviewing modeling assumptions in the offering documents (securitization legal document)
6. Negotiating term sheets and legal documents
7. Formulating mathematical or simulation models based on how rating agency views an asset behavior
8. Working with the rating agencies
9. C++ and VBA
10. Mentoring and training analysts and associates
11. Demonstrated and proven leadership experience

10-20% domestic travel required. WFH and hybrid benefits available.

Additional Information:

• Job Site: 5600 N. River Road, Ste. 300 Rosemont, IL 60018
• Must be legally authorized to work in the United States without sponsorship

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