Bond Analytics Analyst

Role Description

Business Overview

• The Trust & Agency Services (TAS) Corporate Trust Structured Finance Services business provides Trustee, Calculation Agent, Paying Agent, Custodian, and Tax Agent Services globally for all Structured Finance transactions (RMBS, ABS, CMBS, and CDO/CLOs).
• The team in DB Centre is responsible for providing trust administration for Structured Finance transactions which include deal calculations for bond payment and best-in-class reporting for its clients and investors.
• The functions include utilization of leading-edge technological platforms for calculation model development, validation of cash flow model output through analysis and quality reviews and ensuring data and model quality using database applications.
• Role will involve developing cash flow models and processing them which support bond payments to investors of mortgage-backed and asset-backed securities and collateralized debt obligations.

Your key responsibilities
• Read and interpret governing legal and issuer documents namely Prospectuses/Offering Circulars, Bond Indentures and Pooling and Servicing Agreements, Hedging Agreements, etc.
• Develop and test cash flow models, including validating the accuracy of current and future bond payments against prospectus supplement tables for decrement, confirming bond yields produced from cash flow models against yields provided by authorized third parties.
• Process and review Bond Payments for MBS, ABS, CDO and similar kinds of structured product deals in an In-House platform (iMAKE) based on the Offering Circulars/ Indenture/Pooling & Servicing Agreement and using the best practices followed in the Group.
• Offer the highest level of customer service by understanding overall deal structure and bond payments to provide internal and external clients with explanations to support cash flow model output.
• Establish the guidelines for receipt and appropriate format of underlying asset-level collateral that supports bond payments, as well as research and resolve any data accuracy issues.
• Involvement in ad hoc/special projects which support process improvement and the implementation of technology initiatives.
• Understand and analyze issues and offer practical solutions. Working independently with a minimal degree of supervision is required to exercise independent judgment.

Your skills and experience

• Bachelor of Science/Engineering or qualified CA/CFA with a high GPA and a minimum of 2 years of professional experience.
• Previous experience in developing cash flow models, and exposure to securities industry.
• Must have proven skills in MS Excel and/or MS Access with good scripting skills in VBA.
• Experience in using SQL
• Demonstrated ability to handle multiple and often competing projects under tight deadlines and pressure.
• Must project a Customer/Client service focus.
• Responsible for supporting efforts to mitigate and control operational risk.
• Must be organized, focused, and possess strong communication and analytical skills.
• Demonstrated ability to work and think independently, while supporting team goals/objectives.