As a team member, you will contribute to the overall rating process with a focus on the quantitative analysis of new and existing asset-backed securities as well as other structured finance transactions.
The nature of tasks will be diverse and include, among other things:
Quantitative modeling of new ABS/SF transactions (collecting and analyzing portfolio data and supplemental information, tailoring cash-flow models and Monte-Carlo-Simulations)
Surveillance of existing transactions
Producing research and quantifying input parameters with respect to transaction-relevant markets and regions
Participating in due diligences and communication with external parties (occasional travel requirement)
Reviewing legal and other transaction documentation
Presentation of your analyses in rating committees
Writing and publication of rating reports and press releases
Participation in the refinement of existing and development of new rating criteria
You have a strong academic background with a BSc / Master's Degree (or equivalent) in an economic or natural science subject. Additional qualifications (CAIA, CFA, FRM) or professional experience within the financial industry or a background in credit analysis/securitization will be regarded as a plus.
You will bring a strong analytical mindset
Computer proficiency is a pre-requisite including the proven use of statistical programming languages (MatLab, Stata, R or comparable) and advanced Excel functions
Fluency in German and English is essential, another language would be highly advantageous
Able to work to tight deadlines and manage own workflow
Strong written and verbal communication skills Please send your complete application (cover letter, CV, copy of university degree and certificates) including your salary expectation and earliest starting date to the following e-mail address:
Please be advised that only complete application documents can be processed. Given the large number of applications, we may only contact successful candidates.