Cash Flow Modeller

About Us:

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services – and our open-access model – we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.

LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific.

We're proud to be recognised as a Great Place to Work in 2024. Learn more about life and purpose of our company directly from the Romanian colleagues' video: Bucharest, Romania | Where We Work | LSEG

Role Summary:

The Yield Book is a premier fixed income analytical system currently used by 82 of the top 100 fixed income money managers in the U.S. and other top-tier broker dealers' sales, trading and research professionals. Institutional portfolio managers – investment advisors, insurance companies, banks and hedge funds – value The Yield Book for the fast and broad access it provides to financial models, analytical tools and high-speed computation capabilities

A subsidiary of LSEG, The Yield Book Inc product line includes The Yield Book, the Fixed Income Indices, and the Yield Book Excel Add-in, API and Calculator.

For more information please visit .

What You'll Be Doing:

The Yield Book team in Bucharest, Romania is looking to hire a cashflow modelling associate to model Residential Mortgage Backed Securities (RMBS, agency and non-agency) and Asset Backed Securities (ABS). We are looking for someone who is motivated and driven. Strong analytical background is needed for the job.  Willingness to learn is highly important for this position

• Cash flow modelling of mortgage-backed and asset-backed securities using in-house proprietary software tools, interpreting deal legal documents to create a structured C++ based model
• Model structured products such as US and non-US issuance deals of various asset types including but not limited to mortgages, student loans, credit cards, auto, and equipment loans.
• Work on various ad-hoc projects when needed.
• Assist with maintenance of modeled securities for current payments and collateral updates.
• Perform quality assurance checks on database of modeled securities.
• Oral and written communication with trustees, underwriters and servicers

What You'll Bring:

• Strong analytical and problem solving skills.
• Previous knowledge of mortgage backed securities is preferred but not essential.  
• Experience with Python or C++ preferred
• Candidates should be detail-orientated, energetic and exhibit a high degree of accuracy in their work.
• Must have strong computer skills and knowledge of basic accounting. Familiarity with computer programming and fixed income securities is a plus

Academic Background

• Graduate level degree in Finance, or related quantitative field
• OR similar Bachelor's degree, plus 3 to 4 years related experience will be considered as well

Benefits:

We are looking for intellectually curious people, passionate about the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios If you are creative and a problem solver, this is the place to be as will be supporting you to fast-forward your career

We maximise each employee's potential through personal development through a wide range of learning tools both formal and informal. We believe in remunerating our people with competitive salaries and a range of attractive benefits such as:

• 25 days' holiday per year
• 1 additional day off for your Birthday
• Annual wellness allowance
• Share Purchase Plan
• Medical Health Insurance
• Medical Subscription (preventive medical services)
• Life insurance
• Pillar 3 Private Pension
• Meal Vouchers
• Flexible Benefits
• Bookster
• Volunteering Events
• All LSEG colleagues with at least one year's continuous service, who become parents, are now entitled to at least 26 weeks' paid leave, and the option to return to work on a phased basis, in relation with specific company's policy and guidelines

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

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