CDO/CLO Modeling Analyst

Role Description

Overview: Business Division

• Deutsche Banks Corporate Bank (CB) a market leader incash managemnet, trade finance & lending, securities services and Trust & Agency Services.
• Focusing on the treasurers and finance departments ofcprporate and commercial clients and financial institutionsacross the globe, our universal expertise and global network allows us to offer truly integrated and effective solutions.

Overview: Business: Trust and Agency Service (TAS)

• With offices in New York, California, London, Frankfurt, Milan, Lisbon, Dublin, Hong Kong, Singapore and Tokyo, the Trust and Agency Services team at Deutsche Bank has long been recognized as a leader in the provision of administrative and fiduciary services to the global debt and equities markets.
• It supports structures from the simplest to the most complex, covering Asset Backed Securities, CLOs and Managed accounts, Corporate Debt, Escrows, Project Finance, Loan Agency, and Depositary Receipts.

Overview: Team

• The Trust & Agency Services (TAS) Corporate Trust Structured Finance Services business provides Trustee, Calculation Agent, Paying Agent, Custodian, and Tax Agent Services globally for all Structured Finance transactions (RMBS, ABS, CMBS, and CDO/CLOs).
• The Global Analytics Delivery (GAD) Group at DIPL is responsible for modelling and reporting (payment processing and tax calculations) of MBS, ABS and CDO Deals/issuances placed in the US, EMEA & Asian Capital Markets. The Asset Analytics team, which is a subgroup of GAD Group, provides analytics support to the Client Services Group in generating asset Compliance Reports relating to the CDO transactions for onward submission to the Collateral Manager/ Investors as required under the Governing Documents. The Reports need to be generated monthly and contain information about the health of the underlying collateral through reporting on compliance test results vis--vis their triggers.
• The successful candidate will be required to cover European working hours supporting the EMEA/Americas business.
• Corporate title will depend on the relative experience of candidate.

• Best in class leave policy
• Gender neutral parental leaves
• 100% reimbursement under childcare assistance benefit (gender neutral)
• Flexible working arrangements
• Sponsorship for Industry relevant certifications and education
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance
• Complementary Health screening for 35 yrs. and above

Your key responsibilities

• Read and interpret governing legal and issuer documents namely Prospectuses/Offering Circulars, Bond Indentures and Pooling and Servicing Agreements, Hedging Agreements, etc.
• Model various collateral compliance tests in SOLVAS Platform
• Model Crystal report based on the Document requirements
• Analyse gaps between the Document requirements and the system functionality, arrive at and implement a workable workaround solution in case of a gap
• Use SQL for issue analysis, creation of customized calculators and adhoc requirements
• Perform Self Review of the Compliance Model and Reports to ensure quality
• Understand and analyse Client issues on existing Models and offer effective solutions
• Provide active support for testing of new functionalities and perform regression testing in case of system releases
• Support ad hoc/ special projects for process improvement and implement technology initiatives
• Coordinate and liaison with on-site Team in Santa Ana, California and London

Your skills and experience

• Bachelor of Science/Engineering or qualified CA/CFA with a high GPA and a minimum of 2 years of professional experience
• Good Knowledge of Relational Databases/SQL (able to understand and write complex queries)
• Knowledge of wide range of financial products
• Able to learn new concepts quickly and independently with strong motivation for developing new skills and understanding financial product.
• Able to demonstrate a logical approach to problem solving
• Highly numerate with excellent attention to detail is essential
• Possesses positive attitude and strong commitment to delivering high quality work
• Able to handle multiple and often competing projects and work under tight deadlines and pressure.
• Must have a Customer/ Client service focus
• Innovative and proactive
• Must be organized, focused, and possess strong communication skills
• Demonstrated ability to work and think independently, while supporting team goals/objectives
• Self-starter, responsible and highly committed, strong analytical and logical reasoning (handy for interpretation of logical statements embedded in legal documents)
• Should be ready to work in UK hours. Additionally, based on business requirements, the incumbent should be willing to work extended hours
• Experience in legal document interpretation (Preferred)
• Knowledge of Crystal Programming (Preferred)