Cash Flow Modeling Analyst - AVP

Company Name:
Deutsche Bank
Role Description
Trust & Agency
(TAS) Analytics provides unique analytic solutions across the TAS businesses. The
is in the Modelling Team that supports the US Corporate Trust business. The cash flow modelling analyst will construct cash flow models based on provisions of governing documents which direct bond payments structures as well as create innovative reporting solutions to investors of mortgaged-backed, asset-backed, and structured credit securities. The analyst will utilize a leading edge modelling platform to create the cash flow model, complete reporting requirements, validate cash flow model output through statistical analysis, and ensure data quality utilizing database applications.

Purpose and Responsibilities:
Read and interpret governing legal documents including Prospectuses, Bond Indentures and Pooling and Servicing Agreements. Work closely with the structuring attorneys, rating agencies, bond insurers and underwriters to ensure compliance and structural integrity of governing legal documents.
Utilize bond scripting language to reverse engineer payment priority waterfalls of mortgage-backed, asset-backed, and structured credit securities and reporting requirements in accordance to provisions of the governing documents.
Test cash flow models, including validating the accuracy of current and future bond payments against prospectus supplement tables for decrement and prepayment assumptions. Confirm bond yields produced from cash flow models against yields provided by authorized third parties and review income trend analysis for OID/tax reporting.
Convert existing production multi-platform cash flow models to the leading edge platform.

Minimum of 3 years experience in developing cash flow models, and knowledge of securities industry
Advanced skills in Microsoft Excel and/or Access
Intermediate skills in creating database solutions using SQL query language
Experience in the IMAKE or INTEX applications desirable
College Graduate (Economics, Mathematics, or Engineering preferred) with a high GPA (MBA desired), or equivalent experience
Ability to handle multiple and often competing projects under tight deadlines and pressure
Must project a Customer/Client service focus
Must be organized, focused, and possess strong communication and analytical skills.
Ability to work and think independently

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