RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional finance industries. We solve business problems for clients such as private credit investors, banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains
Primary Responsibilities
Extract deal structures for private asset backed finance securitizations and warehouses from offering memorandums, trustee reports, and other legal documents
Create programmatic representations of the deals using Python
Review Python code developed by others and assist with QC to ensure models reflect deal documentation
Train junior team members best practices in modelling securitizations
Partner internally to further develop our client-facing deal modelling toolset
Work with customers across investment banks, hedge funds, and other alternative asset managers to model transactions and develop the structuring platform
Qualifications
3 - 5 years of work experience in securitization modelling
Proficiency in Python cash flow modelling required
Exposure to multiple asset classes a plus.
Experience in a cloud environment- preferably AWS
Ability to interact directly with clients and speak confidently about cash flow models