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
