Financial services or other highly regulated industry exposure preferred
Direct experience in warehouse lending, asset-backed securities (ABS) or collateralized loan obligation (CLO) origination and structuring, or structured credit
Track record of independently executing cash flow models, marketing materials, transaction documentation, and rating agency workstreams
FUNCTIONAL SKILLS
Established proficiency in cash flow modeling, structuring scenarios, and rating agency model submissions for warehouse, ABS, and CLO mandates
Demonstrated competence in lead authorship of marketing materials, indicative term sheets, and investor presentations
Proficient in engagement with rating agencies (Moody's, S&P, Fitch, KBRA, DBRS Morningstar) on methodology application and structural feedback
Independent capability in coordination across banking coverage, legal counsel, risk partners, accountants, syndicate, and sales and trading
Substantive experience in execution of transaction workstreams, including documentation negotiation, due diligence, marketing, and pricing
Comprehensive understanding of regulatory frameworks, including Regulation AB II, risk retention, and Volcker Rule covered fund considerations
Strong proficiency in advanced cash flow analytics, scenario modeling, and stress testing
Practical command of mentorship of analyst-level professionals on modeling, materials, and execution standards
FOUNDATIONAL SKILLS
Communicates effectively
Identifies multiple paths to success using analytical and critical thinking as well as decision-making skills
Exercises sound judgment, prioritizes effectively, and strives for continuous improvement
Effectively collaborates with colleagues
Leverages available technology to drive efficiency and results
Understands and applies industry trends and best practices
Exhibits optimism, resilience, flexibility, and openness to others' ideas
Values learning as a lifelong professional objective
Engages inclusively and with intent
Always acts with integrity
RESPONSIBILITIES
Executes financing solutions for clients secured by asset cashflows across warehouse lending and term ABS and CLO transactions
Owns cash flow modeling, structuring scenarios, and rating agency model submissions for warehouse, ABS, and CLO mandates
Drafts and quality-controls marketing materials, indicative term sheets, investor presentations, and offering memoranda
Generates structuring ideas and pitches in response to client objectives, asset characteristics, and capital markets conditions
Executes warehouse and capital markets transactions, including documentation negotiation, due diligence coordination, marketing, and pricing
Engages directly with rating agencies (Moody's, S&P, Fitch, KBRA, DBRS Morningstar) on methodology application and structural feedback
Coordinates the transaction working group across banking coverage, legal counsel, risk partners, accountants, syndicate, sales and trading, and investors
Analyzes market trends, asset class performance, and secondary spread movements to inform pricing and structure recommendations
Applies Regulation AB II, risk retention, Volcker Rule covered fund, and applicable securities law frameworks across mandates
Mentors analyst professionals on modeling, materials, and execution standards
The typical base pay range for this role is $175K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary
We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles’ Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.
The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.
We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.
