Job Description:
We are looking for an ABS/MBS Analyst to join our securitized products team in Berlin. The role focuses on analyzing, monitoring, and valuing asset-backed securities (ABS) and mortgage-backed securities (MBS) across various asset types including residential, commercial, auto loans, and consumer credit. You will support the investment and risk management functions with detailed cash flow modeling, credit analysis, and structural assessment of securitized deals.
You will be responsible for evaluating collateral performance, assessing prepayment and default risks, and interpreting deal structures and tranche waterfalls. The role also includes preparing investor reports, maintaining surveillance on deal performance, and contributing to credit rating discussions. You will liaise with portfolio managers, originators, and rating agencies to ensure that investment decisions align with credit standards and market conditions.
This position is ideal for professionals with a deep understanding of structured finance markets, securitization mechanics, and credit modeling. It offers the opportunity to work in a data-intensive and analytically demanding environment.
Job Requirement:
Candidates should have a degree in finance, economics, statistics, or a related quantitative field. A minimum of 2–3 years’ experience in structured finance, ABS/MBS analysis, or credit research is required.
Strong analytical skills in interpreting deal documentation and modeling cash flows are essential. Familiarity with Intex, Bloomberg, or similar securitization tools is a must. Proficiency in Excel, VBA, or Python will be highly advantageous.
Candidates must have a solid understanding of regulatory frameworks such as Basel III, CRR, and STS compliance. Knowledge of credit risk modeling, prepayment assumptions, and tranche behavior under different scenarios is also required.
Fluency in English is mandatory, while German is a plus. A CFA, FRM, or structured finance certification is preferred.
