SolarCity - Structured Finance Analyst?

I personally really like Structured Finance, although I don't have much exposure to the origination side. You'll be basically working with the bankers, who will be doing most of the actual structuring, putting together pool data on the underlying. It would fall under the subcategory of Esoteric ABS, which I think is a lot more interesting, and I think it is completely reasonable that you could lateral into the Structured group at a BB as an associate.

In terms of PE, I know that there are some LBO-style deals that have been funded with a Structured Product instead of High Yield, but moving into PE straight from an origination gig strikes me as less likely. If a PE shop wants a structured finance guy, they'll want him to have dealt with several asset classes, and especially whole business securitization - it doesn't seem that SolarCity uses this model. There are also some PE funds that have used a structured framework to offer their funds to investors (as opposed to an L.P.)

I remember you having been in FIG. A lot of banks like to secure their longer duration assets using SPVs and Conduits to issue ABCP - these operations are pretty substantial at BofA, Citi, JPM.

Edit: I took a look at their site and it looks like they are using Structured Products to finance CapEx - i.e. securing bonds with the new solar array the debt paid for. This is project finance, which is basically the same idea as whole business securitiztion, and somewhat similar to REIT structured finance, although the operating asset is a little different (megawatts vs sqft). But it's better than I thought it was at first. I think you could definitely look into lateraling into a pretty good Structured Products group - maybe CS - and also REITs/RE PE.