7 Intex Jobs

The primary focus of this position is to perform data collection and processing in the area of Structured Finance to ensure the successful modeling of bond cash flows. You must be comfortable working both independently and as part of a team. Your responsibilities will include gathering, interpreting, and managing various data processes and sources related to cash flow modeling. You should be proactive and effective in communicating with all levels of personnel to find creative solutions to arising issues. Additionally, you will collaborate across departments and provide time-sensitive data on a monthly basis. Your responsibilities will involve gathering and maintaining securitization documents from various sources, analyzing, formatting, and inputting data for different types of securities into the financial information system, and ensuring data accuracy and integrity. You will also be responsible for preparing, organizing, and formatting structured finance data for inclusion in analytic software, as well as delivering data files to in-house sources on a regular basis. Supporting department members, ensuring quality and timeliness of modeled securities and research projects, and collaborating with other teams within ICE Data Services will also be part of your role. To be successful in this position, you should hold a Bachelor's or Master's degree in Mathematics, Economics, Computer Science, or Business Administration. Proficiency in Microsoft Office applications and MS-DOS is required. Strong analytical and judgment skills, the ability to comprehend complex materials, and UK shift flexibility are essential. You should possess good organizational skills with attention to detail, excellent communication skills, and the ability to work both independently and as part of a team. Knowledge of financial market concepts and instruments, including various asset types, such as CMO, ABS, and CMBS, is preferred. Experience in working with fixed income markets, particularly in Structured Finance, is desirable. Preferred qualifications include previous experience with Intex or other structuring tools, knowledge of fixed income markets, familiarity with relational databases, and experience with scripting languages. Having skills in SQL, Macro, Advanced Excel, or any programming language would be an advantage. Interacting across teams to understand processes and procedures to enhance workflow whenever possible is encouraged.,

As a valued member of Kroll's Financial Instruments & Technology practice, you will be joining a dynamic team of financial instruments experts. Your primary role will involve designing and implementing financial models for the valuation of derivatives, options, structured products, and bespoke financial instruments. You will be responsible for performing valuation analyses on a wide range of illiquid financial instruments, focusing on swaps, employee incentive schemes, embedded derivatives, hedging instruments, and structured credit investments. Your expertise in quantitative finance will be crucial as you leverage advanced analytical tools and mathematical processes to support the team's high-growth initiatives. This will involve working closely with hedge funds, private equity funds, credit funds, and corporate finance groups to provide clarity on the valuation of derivatives and illiquid financial instruments through advanced financial modeling techniques. Key responsibilities will include: - Collaborating with global offices and counterparts in the US and EMEA on diverse valuation engagements across industries - Implementing Monte Carlo simulations, binomial trees, option pricing models, and securitization waterfall models - Assisting in the execution of client engagements by delivering technical reports and analyses to various stakeholders - Utilizing technology in applied mathematics, statistics, computer science, and economics to enhance valuation processes To excel in this role, you will need to possess a Bachelor's, Master's, or Ph.D. in Finance, Mathematics, Statistics, or a related quantitative discipline. Additionally, 1-2 years of relevant work experience in financial valuation theory and methodologies is essential. Professional or internship experience at a fund, investment bank, consultancy, or financial services institution would be advantageous. Your strong analytical and problem-solving skills, as well as excellent verbal and written communication abilities, will be instrumental in effectively communicating complex financial concepts to diverse audiences. Proficiency in Excel/VBA, Python, C#, or C++ programming is beneficial, along with expertise in Bloomberg, Intex, Numerix, and PowerBI. By joining Kroll, the global leader in risk and financial advisory solutions, you will have the opportunity to contribute to a collaborative and empowering environment that values equal opportunity and diversity. If you are ready to embark on a rewarding career journey at Kroll, we invite you to apply via careers.kroll.com and be part of our mission to build, protect, restore, and maximize our clients" value.,

Maintain market coupon performance model for various banks in Excel Create, update and maintain comprehensive databases by using Bloomberg/Intex etc on Agency MBS and RMBS sectors Regularly capturing the market data like issuance, coupon performance, rating actions etc Analyse large datasets to identify patterns and trends and arrive at meaningful conclusions Help the On-shore team on day-to-day basis and work on ad-hoc client requests Analyse multiple large complex database tables in excel and show relevant output charts/tables Assist in writing research notes and preparing associated charts and tables Preparing Weekly, monthly and quarterly recurring publications - which includes building & updating databases and writing reports Skills Required: Knowledge of Structured Finance sector Knowledge of market data tools like Bloomberg, Intex, 1010 data Excellent MS Excel and Word Basic Knowledge in VBA, SQL preferred Sound understanding of credit ratings Good writing skills to help in research reports Team player with strong analytical and problem-solving skills To support US Structured Finance - Agency MBS and US RMBS research analysts of one of the top global investment banks for their day-to-day research Role Responsibilities: Maintain market coupon performance model for various banks in Excel Create, update and maintain comprehensive databases by using Bloomberg/Intex etc on Agency MBS and RMBS sectors Regularly capturing the market data like issuance, coupon performance, rating actions etc Analyse large datasets to identify patterns and trends and arrive at meaningful conclusions Help the On-shore team on day-to-day basis and work on ad-hoc client requests Analyse multiple large complex database tables in excel and show relevant output charts/tables Assist in writing research notes and preparing associated charts and tables Preparing Weekly, monthly and quarterly recurring publications - which includes building & updating databases and writing reports Skills Required: Knowledge of Structured Finance sector Knowledge of market data tools like Bloomberg, Intex, 1010 data Excellent MS Excel and Word Basic Knowledge in VBA, SQL preferred Sound understanding of credit ratings Good writing skills to help in research reports Team player with strong analytical and problem-solving skills

As a Team Lead in credit risk assessment for a US bank, you will be responsible for leading a team of 4-6 analysts specializing in the evaluation of (i) Commercial Real Estate (CRE) loans and (ii) Commercial and Industrial (C&I) loans. Your primary focus will be on CRE expertise, with C&I knowledge considered an additional asset. Your role will involve overseeing the analysis and reports prepared by analysts, as well as engaging with clients regularly to discuss analytical aspects of the work and project pipeline. Key responsibilities include conducting research and assessment of the credit strength of CRE and C&I entities. For candidates with CRE experience, your background should include tasks such as sourcing updated operating statements, rent rolls, and valuation reports. Proficiency in financial spreading tools like Sageworks, conducting CRE cash flow analysis, and preparing detailed credit reports is essential. Familiarity with tools such as CBRE, CoStar, RCA, REIS, Moodys CMM, as well as knowledge of Intex and Bloomberg, will be advantageous. For those with C&I experience, in addition to the above requirements, responsibilities will include spreading financials (Audit, Business Tax Returns, Personal Tax Returns, etc.) using tools like Sageworks and CreditLens. You will also analyze and calculate qualifying income from various tax documents like 1040s, Schedule E, 1065, 1120, 1120S, K1, and transcripts. Understanding tools like nCino, Salesforce, RMA reports, as well as knowledge of Intex and Bloomberg, will be beneficial. Furthermore, you will support franchise building activities by contributing to the writing of blogs and articles. Education and Experience: - Minimum Educational Qualification: CA/ MBA/ CFA/ FRM - Minimum Experience Required: 7+ years of work experience, with a preference for candidates with relevant expertise in CRE and C&I credit risk assessment.,

As a Structured Finance Professional, you will play a vital role in supporting the Structured Finance Desk of a UK-based Asset Manager. Your responsibilities will include identifying investment opportunities and monitoring the existing portfolio of asset-backed securities in European markets, focusing on ABS, RMBS, CMBS, and CLO asset classes. Your role will involve analyzing and reviewing quantitative, structural, legal, and credit aspects of securitization transactions, both in primary and surveillance capacities. You will assess asset pools, transaction structures, and develop financial models to project cash flows and estimate losses. In addition, you will need to have a solid understanding of valuation inputs, capital structure, waterfall analysis, and the ability to conduct scenario/sensitivity testing using Excel to build cash flow models for various structured products. Furthermore, you will be required to perform data mining and statistical analysis for a diverse range of structured finance asset classes such as NPLs, SME ABS, RMBS, auto ABS, and CMBS. You will present investment proposals in Credit Committees, providing thorough analysis and justifications for the transactions. To excel in this position, you must possess an MBA or equivalent in Finance, CFA, or CA qualification. You should have a strong understanding of structured finance and various asset classes, as well as prior experience in data mining and statistical analysis. Additionally, you should demonstrate strong quantitative, technical, financial modeling, analytical, and valuation skills, with expertise in modeling portfolios and structured finance opportunities. Ideally, you will have 5 to 8 years of experience in managing ABS/structured credit, along with proficiency in database usage, including Bloomberg and Microsoft Office. Working knowledge of Intex will be advantageous. Good time management skills and the ability to prioritize tasks under pressure are essential. Strong communication skills, both written and verbal, are crucial for effectively engaging with the Portfolio Manager. Independent thinking, organizational skills, and familiarity with databases like Intex and Bloomberg will further enhance your performance in this role. If you meet these qualifications and are keen to explore new opportunities in the field of Structured Finance, we encourage you to share your resume at [nairshobika.karan@sutherlandglobal.com] with the subject line "Structured Finance.",

KEY ROLES AND RESPONSIBILITIES Leading a team of 4-6 analysts which supports a US bank in credit risk assessment of (i) Commercial Real Estate (CRE) loans and (ii) Commercial and Industrial (C&I) loans. Please note that CRE expertise is our primary requirement and C&I expertise is a good-to-have. The individual should be able to review the spreads and reports prepared by the analysts and interact with the client on a regular basis to discuss analytical aspects of work as well as the work pipeline. The key activities include research and analysis of the CRE/ C&I entity to assess their credit strength. Experience requirement for CRE: In his/her experience, the individual should have carried out activities including sourcing information such as updated operating statements, rent rolls, valuation reports, spreading financials in financial spreading tool such as Sageworks, conducting CRE cash flow analysis, preparing detailed credit reports. Good understanding of tools like CBRE, CoStar, RCA, REIS, Moody’s CMM and Knowledge of Intex, Bloomberg will be preferred. Experience requirement for C&I: In addition to the expectations mentioned in the above points, spread financials (Audit, Business Tax Returns, Personal Tax returns, etc.) in financial spreading tool such as Sageworks and CreditLens, analysis and calculation of qualifying income from various tax documents such as 1040s, Schedule E, 1065, 1120, 1120S, K1, transcripts, etc. A good understanding of nCino, Salesforce, RMA reports and Knowledge of Intex, Bloomberg will be preferred. Support franchise building activities like writing of blogs/ articles MINIMUM & PREFERRED EDUCATION CA/ MBA/ CFA/ FRM MINIMUM & PREFERRED EXPERIENCE 7+ years of work experience

KEY ROLES AND RESPONSIBILITIES Supporting US bank’s team in credit risk assessment of (i) Commercial Real Estate (CRE) loans and (ii) Commercial and Industrial (C&I) loans. The key activities include research and analysis of the CRE/ C&I entity to assess their credit strength. Candidates with extensive experience in CRE and limited experience in C&I may also apply. For CRE: Source information such as updated operating statements, rent rolls, valuation reports, spread financials in financial spreading tool such as Sageworks, conduct CRE cash flow analysis, credit analysis of the loans and preparing detailed annual and quarterly credit memos, to evaluate borrower's loan repayment ability, covenant monitoring, rent-roll analysis and property valuation. Good understanding of tools like CBRE, CoStar, RCA, REIS, Moody’s CMM and Knowledge of Intex, Bloomberg will be preferred. For C&I: In addition to the skill-set expectations mentioned in the above points, spread financials (Audit, Business Tax Returns, Personal Tax returns, etc.) in financial spreading tool such as Sageworks and CreditLens, analysis and calculation of qualifying income from various tax documents such as 1040s, Schedule E, 1065, 1120, 1120S, K1, transcripts, etc. A good understanding of nCino, Salesforce, RMA reports and Knowledge of Intex, Bloomberg will be preferred. Should be able to defend his/ her views on the covered entity when challenged by senior stakeholders and clients, interact effectively with clients. Support project managers on ad hoc projects. MINIMUM & PREFERRED EDUCATION Minimum: Bachelor’s degree in commerce or finance or equivalent experience in Commercial and Industrial loans underwriting. However, MBA or equivalent will be preferred. MINIMUM & PREFERRED EXPERIENCE 3 to 4 years of work experience