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AVP, Fixed Income Structures, Capital Markets

 Position: AVP, Fixed Income Structures, Capital Markets

Location: Arlington, VA

Nature & Scope: The position will assist with structuring and pricing real estate loans, supporting the securitization activities of the Capital Markets team and providing deal analytics.  Main responsibilities will include structuring and cash flow analysis of new issue CMBS deals, agency deals and whole loans, as well as maintaining pricing matrices for saleable products.

Responsibilities Include:  

  • Structuring/Cash flow modeling  - Structure whole loan(s), complex MBS and CMBS transactions.  Tie out with the underwriters on CMBS transactions or with any other third party vendors as needed.  Provide cash flow and scenario analysis as required.
  • Pricing/Reverse Engineering - Maintain pricing grids for saleable mortgage loans, and provide other comparative analysis reports as required to help strategize loan sales. Have solid knowledge of rating agency methodologies and build rating agency models to run scenario analysis.
  • Prepayment Penalties - Calculate prepayment penalties on real estate and commercial loans.
  • Comfort tape/Data tapes - Assist in preparing loan sale related data tapes or in clearing data tape related exceptions.
  • Loan Sale Analysis/Due Diligence - Assist in conducting due diligence to ensure data integrity and that the loans are ready for sale.
Minimum Qualifications: 
  • Minimum 5 years previous relevant experience
  • Bachelor's degree in Finance, Mathematics, Engineering or a quantitative oriented discipline
  • Proficiency in fixed income products and complex bond structures with the ability to model such transactions in systems such as The Trepp System and Bloomberg
  • Advanced modeling skills in EXCEL required
  • Ability to reverse engineer agency and CMBS structure
  • Understanding of loan hedging fundamentals Strong written and verbal communication skills
  • Experience with hedging mortgage loans is a plus

If you would like to apply for this position, please submit your resume to ncbvajobs@ncb.coop.