Job Description:
The ABS/MBS (Asset-Backed Securities/Mortgage-Backed Securities) Analyst in AI Farwaniyah focuses on analyzing structured finance products backed by pools of assets like auto loans, credit card receivables, and residential or commercial mortgages. This role involves modeling cash flows, assessing credit risk, and forecasting prepayment behaviors for these complex securities.
The analyst works with portfolio managers, credit rating agencies, and investment teams to evaluate current and prospective ABS/MBS investments. Responsibilities include conducting scenario analyses, monitoring performance metrics, and staying updated with regulatory frameworks such as Basel III and IFRS 9. They may also contribute to investment strategy formulation and capital markets presentations.
Job Requirement:
Bachelor’s or Master’s degree in Finance, Economics, Mathematics, or related field.
Minimum 3 years of experience in structured finance or fixed income research.
Strong quantitative and analytical skills, including cash flow modeling expertise.
Proficiency with Bloomberg, Intex, or similar tools.
Knowledge of prepayment modeling, credit enhancement techniques, and tranche structures.
Familiarity with local real estate and mortgage markets.
Effective communication skills and attention to regulatory compliance.
