Job Description
About TeamSec:
TeamSec offers Securitization-as-a-Service, blending AI-driven analytics and structured finance expertise. Our platform empowers clients to convert assets into securities, enhancing liquidity access and market growth.
Position Overview:
We are seeking a seasoned Quantitative Analyst with 5+ years in securitization, with specific experience in Asset-Backed Securities (ABS) and Mortgage-Backed Securities (MBS). This role involves advanced data analysis, model development, and supporting valuation and pricing functions. Candidates must demonstrate expertise in financial engineering, securitization modeling, and risk analysis.
Key Responsibilities:
1. Model Development: Design and test sophisticated valuation, pricing, and risk assessment models for ABS and MBS products.
2. Valuation and Pricing: Execute in-depth securitization asset valuation and pricing analyses, factoring in market dynamics, cash flows, and collateral analysis.
3. Risk & Scenario Analysis: Perform comprehensive sensitivity, scenario, and stress testing on ABS and MBS assets, identifying and mitigating risks.
4. Algorithm Development: Develop and optimize models for prepayment, default, and yield curve analyses, including scenari...