ABS Cash Flow Modeler - Director (NY)

The role

The Director will manage end-to-end cash flow modeling projects across Consumer ABS asset classes. This role involves developing, implementing, and validating cash flow models and serving as a liaison between analytical and quantitative development teams.

What you will do

• Develop, implement, and maintain cash flow models for KBRA-rated ABS transactions.
• Serve as a senior resource on cash flow modeling, transaction structures, and payment waterfall mechanics.
• Analyze transaction documents to translate structural features into model requirements.
• Partner with analytical and quantitative teams to develop, test, and validate models.
• Establish and promote cash flow modeling standards, controls, documentation, and best practices.

Required qualifications

• Ten (10) or more years of relevant ABS experience or transferrable structured finance.
• Significant hands-on cash flow modeling across multiple ABS subsectors.
• Experience analyzing and modeling complex or nonstandard ABS transaction structures.
• Experience modeling ABS cash flows using industry-standard third-party modeling platforms and proprietary tools.
• Advanced Excel skills.
• Strong understanding of how cash flow modeling systems operate.
• Experience developing, enhancing, testing, or providing functional requirements for modeling tools.
• Ability to take initiative and work independently.
• Strong oral and written communication skills.
• Exceptional attention to detail.

Nice to have

• Familiarity with Generative AI tools such as ChatGPT to support coding, research, document review, and other analytical workflows.

Benefits

• Hybrid work schedule (Tuesday, Wednesday, Thursday in the office)
• Competitive benefits and paid time off
• Paid family and disability leave
• 401(k) plan, including employer match (100% vested)
• Educational and professional development financial assistance
• Employee referral bonus program

Before you apply

• An Excel-based modeling assessment may be administered as part of the interview process.
• A writing sample may be provided on request.

About the company

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO.