Location: New York City

Employment Type: Full-Time

Total Comp: Base + Cash Bonus (Advertised is base salary only)

Structured Finance Associate – ABS / RMBS | Leading Investment Firm | NYC

We are working confidentially with a leading global investment firm to identify a Structured Finance Associate for their securitization origination desk. This is a role for someone who wants genuine ownership over how complex asset-backed transactions are built, priced, and brought to market — combining rigorous quantitative analysis with direct client and investor engagement.

The Role

You will sit at the center of the deal execution process for asset-backed and asset-based lending transactions — building the detailed financial models that determine deal structure and economics, while coordinating across internal teams, rating agencies, investors, and accountants to bring transactions to close. The desk is also open to candidates with strong quantitative backgrounds who can bring rigorous analytical thinking to deal structuring, even without a traditional structured finance pedigree.

What You'll Be Doing

Building detailed cashflow and structuring models to evaluate and optimize transaction economics
Quantifying and assessing credit risk across a range of lending and securitization opportunities
Coordinating with rating agencies, investors, and accountants throughout the transaction lifecycle
Supporting investor marketing and deal distribution alongside the sales team
Reviewing and contributing to legal documentation for securitization transactions
Developing structured solutions across diverse asset classes, including residential mortgage and consumer loan securitizations
Partnering with traders and risk teams to ensure transactions are priced competitively and risk is appropriately managed

What We're Looking For

Strong quantitative or analytical academic background — finance, economics, mathematics, engineering, or related quantitative discipline
Advanced Excel modeling skills; experience with VBA automation and Intex highly desirable
Strong grounding in bond mathematics and capital structure analysis
Experience or strong interest in asset-backed securities, asset-based lending, or related structured products
Ability to assess and quantify credit risk across complex, multi-layered transaction structures
Strong communication skills — comfortable engaging directly with internal stakeholders, external counterparties, and investors
Detail-oriented with the ability to manage multiple live transactions simultaneously

Beneficial

Exposure to RMBS, consumer loan, or other asset-backed securitization structures
Experience working with rating agencies or structured credit rating methodologies
Strong bond math and capital markets fundamentals from a quantitative finance background

This is an excellent opportunity for someone — whether from a structured finance, capital markets, or strong quantitative background — looking to build deep expertise in deal structuring within a high-caliber investment banking environment.

Location: New York | Hybrid

Compensation: Competitive base + bonus, commensurate with experience

Goldman Lloyds

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Structured Finance Associate