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Principal, Structured CRE/BPL Resi Desk Strat (Structured Credit)

300 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Principal, Structured CRE/BPL Resi Desk Strat (Structured Credit): Building code-based cash flow models, waterfall engines, and risk frameworks for securitized commercial and business-purpose residential real estate loans with an accent on collateral performance, deal structuring, and tranche-level analytics. Focus on modeling defaults, losses, prepayments, macroeconomic scenarios, and applying AI and machine learning to property valuation, collateral screening, and investment workflows.

Location: Woodland Hills, California, United States; full-time, onsite role

Base salary: $300,000 per year, plus a discretionary annual bonus.

Company

hirify.global is a global alternative asset manager providing investment and capital solutions across credit, private equity, and retirement services.

What you will do

  • Design and maintain cash flow models for Conduit CMBS, CRE CLO, Net Lease ABS, C-PACE, and business-purpose residential loan strategies.
  • Build code-based waterfall engines covering credit enhancement, tranche payments, reserve accounts, interest rate hedging, and loss allocation.
  • Develop loan-level default, loss severity, prepayment, collateral performance, scenario, and sensitivity models.
  • Support investment teams with deal evaluation, pricing, relative value analysis, and alternative capital structure modeling.
  • Integrate structured CRE/BPL analytics into centralized infrastructure for portfolio risk reporting and regulatory capital stress analysis.
  • Apply AI and machine learning to property valuation, collateral screening, anomaly detection, and scenario generation while collaborating with technology and data teams.

Requirements

  • Significant experience in structured credit, securitized products, quantitative CRE, or business-purpose residential analytics.
  • Experience building production-quality cash flow models, loan-level collateral models, and deal waterfall engines.
  • Strong knowledge of CRE and business-purpose residential underwriting, capitalization rates, net operating income, debt service coverage, and loan-to-value dynamics.
  • Proficiency in Python, SQL, MATLAB, C#, or equivalent quantitative programming tools.
  • Knowledge of securitization structures, credit enhancement, rating agency methodologies, and regulatory capital frameworks is preferred.
  • Strong communication skills, quantitative judgment, and ability to translate complex analysis into investment insights; an advanced quantitative degree is preferred.

Nice to have

  • Experience with CMBS, CRE CLO, Net Lease ABS, C-PACE, SFR/BTR, Residential Transitional Loans, Landbanking, or Agricultural Finance.
  • Experience applying gradient-boosted models, NLP, neural networks, or other machine learning methods to structured finance or real estate.
  • Familiarity with structured finance modeling platforms and CRE/residential data providers.

Culture & Benefits

  • Collaborative environment focused on building scalable, institutional-grade analytics.
  • Opportunity to partner with investment teams, portfolio risk, technology, data teams, and senior leadership.
  • Mentorship and technical guidance responsibilities within a centralized investment analytics function.
  • Benefits programs designed to provide coverage for employees and their families.

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