Modelling Manager - Australian RMBS

Employer: LSEG Romania
  • Internet - eCommerce
  • IT Hardware
  • IT Software
  • Job type: full-time
    Job level: 1 - 5 years of experience
  • Updated at: 23.01.2022

    Role Profile

    The Yield Book is a premier fixed income analytical system currently used by 82 of the top 100 fixed income money managers in the U.S. and other top-tier broker dealers' sales, trading and research professionals. Institutional portfolio managers - investment advisors, insurance companies, banks and hedge funds - value The Yield Book for the fast and broad access it provides to financial models, analytical tools and high-speed computation capabilities

    A subsidiary of LSEG, The Yield Book Inc product line includes The Yield Book, the Fixed Income Indices, and the Yield Book Excel Add-in, API and Calculator.

    For more information please visit

    The Yield Book team is looking to grow its presence in Bucharest, Romania by hiring a Modelling Manager to manage the Australian RMBS asset class. We are looking for someone who is motivated and driven. Strong analytical background is needed for the job. Willingness to learn is highly important for this position.


    • Manage a team of cashflow modelers, data analysts, and loan collateral analysts to ensure the team meets deliverables to produce high quality analytics and derived content data for use in products.
    • Subject matter expert in Australian RMBS with the ability to respond to market and industry changes and ensure the organization responds.
    • Once onboarded, lead the process to hire the team of cashflow modelers, data analysts, and collateral analysts
    • Lead efforts to onboard and automate data collection, as well as increase depth and exposure of collected data, including working with internal parties and technology groups
    • Develop and design templates for efficient modelling of Australian RMBS cashflow waterfalls
    • Lead efforts to enhance quality assurance checks on database of modelled Australian RMBS securities.
    • Oral and written communication with trustees, underwriters and issuers to ensure alignment with all deal parties
    • Ensure all documentation and procedures are in place and reviewed and updated regularly.
    • Active engagement with the Bucharest based team to ensure high employee satisfaction and delivery
    • Build trust with stakeholders by consistently understanding and fulfilling stakeholder requests in an accurate, timely, and professional manner


    • Strong analytical and problem solving skills.
    • Solid understanding of Mortgage Backed Securities data and cashflow modelling with 5+ years of practical experience
    • Excellent interpersonal and communication skills
    • Candidates should be detail-orientated, energetic and exhibit a high degree of accuracy in their work.
    • Must have strong computer literacy including advanced knowledge of MS Office suite of products and C++ based programming experience related to cashflow modelling
    • Linux/Unix experience preferred.

    Academic Background

    • Graduate level degree in finance, business, or related quantitative field; or related undergrad degree with relevant experience.

    We maximise each employee's potential through personal development and through a wide range of learning tools both formal and informal. We believe that remunerating our people with competitive salaries and a range of attractive benefits such as:

    • 25 days' holiday per year
    • Share Purchase Plan
    • Private Medical Insurance
    • Dental Coverage
    • Life insurance
    • Pillar 3 Private Pension Plan
    • Meal Vouchers
    • Flexible Benefits
    • Bookster
    • Volunteering Events
    • Team Buildings

    At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise - and our purpose. You'll be part of an organisation of over 25,000 people, spanning 70 countries. We recognise the individual perspectives each of our colleagues brings, and our diverse workforce is one of our greatest strengths. In supporting collaboration and creativity and encouraging new ideas across a diverse and inclusive workforce, we can improve how we are driving financial stability, empowering economies and enabling customers to create sustainable growth.

    LSEG offers a range of tailored benefits and support from healthcare and retirement planning to paid volunteering days and wellbeing initiatives.

    We are an equal opportunities employer. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

    Please take a moment to read this privacy notice carefully, as it describes what personal information the London Stock Exchange Group (LSEG) ("We") may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject.

    If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.