Structured Product Quant
Job ID #: CJS-VMa3
Location: NY-New York
Functional Area: Risk Mgmt
Company Name: AIG Corporate
Employment Type: Not Indicated
Education Preferred: Bachelors
Experience Required: 3-5 years
Relocation Provided: No


Position Description
Responsibilities:
• Assist in quarterly pricing calculations, monthly pricing estimation and various other reports for complex structured investments related to RMBS and CDOs
• Ensure accuracy of reports and timeliness of production
• Assist in the production of P&L commentary to senior management
• Explain changes in losses and collateral deterioration through the analytical framework
• Assist in model validation, SOX control, and other process control functions
• Build models, database queries, and produce market data from various sources such as Bloomberg and proprietary systems

Qualifications:
• 1-3 years of structuring, valuation, or related experience on securitized products within an investment bank or an asset manager
• Thorough understanding of CDOs, RMBS and structure finance, in terms of collateral performance analysis, waterfall structure, valuation techniques, and cash flow modeling
• Excellent Excel/VBA skills
• Experienced user of Access databases, Bloomberg, Intex and Trepp
• Strong verbal and written communication skills
• BS in Finance, Accounting, Economics, Statistics or a related quantatitive area; MS in quantitative areas a plus

Position Requirements

About Us
American International Group, Inc. (AIG), a world leader in insurance and financial services, is the leading international insurance organization with operations in more than 130 countries and jurisdictions. AIG companies serve commercial, institutional and individual customers through the most extensive worldwide property-casualty and life insurance networks of any insurer. In addition, AIG companies are leading providers of retirement services, financial services and asset management around the world. AIG's common stock is listed on the New York Stock Exchange, as well as the stock exchanges in Ireland and Tokyo.

AIG is an Equal Opportunity Employer.