RESPONSIBILITIES
Coverage includes RMBS and broader ABS markets across core and peripheral Europe (UK, Netherlands, Spain, Italy), spanning both liquid and illiquid opportunities
Focus on non-agency and complex structures, including mezzanine/equity tranches and legacy dislocated securitized assets
Significant exposure to non-performing and re-performing loan (NPL/RPL) securitizations and whole loan portfolios within private structures
Emphasis on loan-level and cashflow modelling across illiquid mortgage credit, including collateral analysis, recovery assumptions and structural waterfalls
REQUIREMENTS
Masters degree or PhD in Mathematics, Physics (non-experimental), Probability/Statistics, Engineering, or (Mathematical) Finance
Must have a familiarity with mortgage products, Intex and data analysis or empirical modelling is a strong plus alongside asset-backed structure...