Yield Book Cash Flow Modelling Associate

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Employer: LSEG Romania
  • Internet - eCommerce
  • IT Hardware
  • IT Software
  • Job type: full-time
    Job level: 1 - 5 years of experience
  • Updated at: 01.12.2022

    251202 - Programmer

    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 www.yieldbook.com

    The Yield Book team is looking to hire a cashflow modelling associate to model Residential Mortgage-Backed Securities (RMBS, agency and non-agency) and Asset-Backed Securities (ABS). 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.
    Cashflow modelling of mortgage-backed and asset-backed securities using in-house proprietary software tools, interpreting deal legal documents to create a structured C++ based model.
    Model structured products such as US and non-US issuance deals of various asset types including but not limited to mortgages, student loans, credit cards, auto, and equipment loans.
    Work on various ad-hoc projects when needed.
    Assist with maintenance of modelled securities for current payments and collateral updates.
    Perform quality assurance checks on database of modelled securities.
    Oral and written communication with trustees, underwriters, and servicers.

    Strong analytical and problem solving skills.
    Previous knowledge of mortgage-backed securities is preferred but not essential.
    Experience with Python or C++ preferred.
    Candidates should be detail-orientated, energetic, and exhibit a high degree of accuracy in their work.
    Must have strong computer skills and knowledge of basic accounting. Familiarity with computer programming and fixed income securities is a plus.

    Academic Background
    Graduate level degree in Finance or related quantitative field.
    OR similar Bachelor's degree, plus 3 to 4 years related experience will be considered as well.

    We are looking for intellectually curious people, passionate about the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you are creative and a problem solver, this is the place to be as will be supporting you to fast-forward your career.
    We maximise each employee's potential through personal development through a wide range of learning tools both formal and informal. We believe in 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
    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 of creating essential partnerships and open opportunities. Our open culture is central to how we deliver our purpose - driving financial stability, empowering economies and enabling customers to create sustainable growth - in everything we do.

    Working with us means that you will be part of a dynamic organisation of 25,000 people across 70 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

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

    We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate 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 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.