Vice President, Securitized Modeler

Develop and maintain cash flow, prepayment, and credit models for securitized products, including ABS, RMBS, CMBS, and CLOs.

Perform in-depth analysis of loan-level and pool-level collateral data to support valuation, pricing, and risk management decisions.

Collaborate with portfolio managers and traders to model bond structures, assess deal performance, and identify relative value opportunities.

Enhance and validate existing modeling frameworks using Python, SQL, and VBA, ensuring accuracy and scalability across multiple asset types.

Partner with data engineering and technology teams to automate ingestion and processing of large securitized datasets.

Monitor market trends, rating agency methodologies, and regulatory developments impacting structured credit analytics.