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Our client is a prominent global asset management and investment advisory firm seeking a consultant with experience reviewing and validating valuation models used for structured finance products, including Special Purpose Vehicles (SPVs), Asset-Backed Securities (ABS), Mortgage-Backed Securities (MBS), and CDOs.
Responsibilities: Perform independent reviews and validation of valuation models used for ABS, MBS, CDOs, SPVs, and other structured finance products. Assess model methodologies, cash flow projections, and key assumptions, including prepayment, default, recovery, and loss rate curves. Evaluate model governance, controls, documentation, and compliance with internal policies and regulatory expectations. Partner with valuation, risk, audit, and quantitative teams to identify model risks, validate outputs, and recommend remediation where necessary.

Also on the board Same function, level within a rung

Level

Senior

Location

New York, NY

Occupation

Financial and Investment Analysts

Industry

Portfolio Management and Investment Advice

Posted

2 days ago

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