Vice President, Asset-Backed Finance (ABF) Modeler

Our client, a top-tier global credit firm, is seeking a Vice President, Asset-Backed Finance (ABF) Modeler to join its structured products team. This role is central to the origination, execution, and ongoing analytics of securitization transactions across consumer, commercial, and esoteric asset classes.

You’ll build, enhance, and maintain cash flow and capital structure models used directly by rating agencies and investors to evaluate the bank’s transactions. This is a highly technical, front-to-back seat with daily collaboration across structuring, banking, rating agencies, and risk teams.

What You’ll Do

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  Develop and maintain asset-backed securities (ABS) and structured finance cash flow models used for transaction execution and rating agency engagement.

  
  


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  Collaborate with deal structurers, originators, and credit teams to design capital structures, model waterfalls, and optimize tranche sizing.

  
  


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  Work closely with rating agencies to ensure models meet analytical and data requirements for credit rating and surveillance.

  
  


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  Produce detailed scenario and sensitivity analyses for varying collateral and market assumptions.

  
  


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  Support new issuance and portfolio management through data analysis, model validation, and investor reporting.

  
  


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  Partner with technology and data teams to automate modeling processes and enhance analytical efficiency.

  
  


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  Review and interpret pool data tapes, collateral performance metrics, and historical loss/CPR/DSR trends.

  
  


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  Create model documentation and outputs for internal committees, rating agency reviews, and investor presentations.

  
  


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  Monitor market trends, regulatory changes, and rating methodology updates that impact structured products.

  
  

What You Bring

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  7–12 years of experience in structured finance modeling—preferably in ABS, RMBS, CMBS, CLO, or esoteric asset classes.

  
  


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  Deep understanding of securitization structures, waterfalls, prepayment models, credit enhancement, and rating methodologies.

  
  


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  Strong proficiency in Excel/VBA, Python, or MATLAB; experience with Intex, Moody’s ABS Suite, or similar modeling tools.

  
  


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  Background in data analysis, loan-level modeling, and performance forecasting.

  
  


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  Excellent communication skills—comfortable interacting with rating agencies, investors, and deal teams.

  
  


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  Bachelor’s or Master’s in Finance, Mathematics, Engineering, or related quantitative discipline.

  
  


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  Ability to translate complex data and structures into clear, actionable insights for decision-makers.

  
  

Why It’s Worth a Conversation

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  Key seat where your models directly influence ratings, pricing, and investor confidence.

  
  


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  Exposure to a wide range of asset classes and structured finance products.

  
  


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  Opportunity to collaborate with front-office structuring and banking teams on live deals.

  
  


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  Competitive base salary, bonus potential, and a chance to play a pivotal role in a market-leading securitization platform.