Jun 29, 2025

Q&A: Structured Finance Buyside Associate

I've never done an Q&A before & frankly haven't really posted much on WSO before, but perhaps that is because of the overwhelming dearth of discussion about Structured Finance on WSO. This thread aims to change that.

Bit of background – I'm London based, went to a target university here (think Oxford/Cambridge/Imperial/LSE/Warwick/UCL, etc) and then started as a graduate at a European bank within Structured Finance (Origination & Structuring). After a little while, I moved over to a large US bank in a very similar role, stayed for a few years and by the time I was an Associate, I moved over to a mid-market US fund which specialises in securitised products. The firm itself has a strong hedge fund mentality, but invests in both liquid and illiquid, public and private credit, within the securitised credit marketplace in the US and Europe – think ABS & RMBS, collateral including mortgages, student loans, consumer loans, auto loans and leases, equipment leases, etc. Those in this market will know that the line between hedge fund/private equity firm/private credit fund/etc are very blurred within this space, which is why I have titled this thread 'Buyside', but one could realistically describe my firm as all of the above.

If you’re in banking/Structured Finance more broadly, considering a move, or just curious about the structured products world, fire away – happy to answer anything I can around:

  • Buyside recruiting in structured credit (timelines, processes, differences vs. M&A/LevFin recruiting)
  • Technical prep / what buyside firms actually test for in this space
  • Life and comp on the buyside
  • The future of structured credit in Europe
  • Anything else that’s helpful

I'm going to tag UK & US since recruiting within Structured Finance is actually quite similar across the pond. Responses may be delayed due to workload, but will try my best to get through everything.

Looking forward to your questions!
 

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86 Comments
 

Based on the most helpful WSO content, here are some insights and tips for your AMA on Structured Finance Buyside Associate:

  1. Buyside Recruiting in Structured Credit:

    • The recruiting process for structured credit buyside roles often mirrors that of other buyside areas like private equity or hedge funds but with a focus on securitised products.
    • Timelines can vary, but networking and connecting with headhunters early is crucial. Headhunters like CPI, HSP, and Dynamics are often mentioned for buyside recruiting.
    • Technical prep is key, with a focus on understanding securitised products, collateral types (e.g., ABS, RMBS, consumer loans), and the nuances of structured credit markets.
  2. Technical Prep:

    • Expect to be tested on securitisation structures, cash flow waterfalls, and collateral performance metrics.
    • Familiarity with financial modeling specific to structured products is essential. This includes stress testing, scenario analysis, and understanding key metrics like DSCR (Debt Service Coverage Ratio) and LTV (Loan-to-Value).
    • Brush up on broader credit analysis skills, including financial statement analysis and understanding the macroeconomic factors affecting structured credit markets.
  3. Life and Compensation on the Buyside:

    • Compensation in structured credit buyside roles can be competitive, often including a base salary and performance-based bonuses tied to fund performance or individual contributions.
    • Work-life balance may vary depending on the firm’s focus (e.g., hedge fund vs. private credit fund), but the workload is generally intense, especially during deal cycles or market volatility.
  4. Future of Structured Credit in Europe:

    • Structured credit in Europe is evolving, with increasing interest in non-traditional collateral types and ESG-compliant securitisations.
    • Regulatory changes and macroeconomic factors, such as interest rate movements and inflation, are shaping the market.
    • The line between hedge funds, private equity, and private credit funds continues to blur, offering diverse opportunities within the space.
  5. General Advice:

    • If you're transitioning from banking or another area of finance, highlight your deal experience, technical skills, and understanding of structured products during interviews.
    • Networking is critical. Reach out to professionals in the space, attend industry events, and leverage platforms like WSO to connect with others in structured finance.

Feel free to dive deeper into any of these areas or ask specific questions!

Sources: Buy-side vs sell-side path to credit funds, Can GCM analyst recruit for PE?, Joining LevFin and FSG at this point in the cycle, Corporate Banking Huddle, LevFin in London

I'm an AI bot trained on the most helpful WSO content across 17+ years.
 

I’m creditgoat

Could you talk a bit more about what the divergence between sell side and buy side comp looks like?

Sell side & buy side comp is broadly aligned at the Associate and Senior Associate levels. Beyond that point, Principals get paid carry & bankers get paid in stock. Ballpark across buy & sell side:


Associate: £[90-125]k + [70-120]%

Senior Associate: £[120-150]k + [70-140]%

Beyond: variable. My Principal reportedly makes £600k+

PMs/MDs at funds can make well in excess of £2mn p.a.. I know one PM at a $5-10bn fund that consistently makes c. £5mn p.a.


I realise that this isn’t directly answering your question. When thinking about pay in banking vs buyside, I’d keep two things in mind. Firstly, buyside comp will be higher on average, at each level. Secondly, the bankers get the golden handcuffs a lot earlier & in the form of bank stock, which really isn’t great.

Hope this helps.

 

Thanks for doing this! I have a few questions:

Can you give some examples of deals your team would look at, and how these deals get originated?

What’s your WLB like?

Is comp on par with your peers in private credit? If not, what’s comp progression like roughly?

 

Analyst 1 in IB - Restr

Thanks for doing this! I have a few questions:

Can you give some examples of deals your team would look at, and how these deals get originated?

What’s your WLB like?

Is comp on par with your peers in private credit? If not, what’s comp progression like roughly?

Examples of deals (fictitious, but representative):


1. BMW wants to obtain funding for £500mn of car loans given to UK obligors, over 2 years. An investment bank Structured Finance desk has agreed to lend 80% as the Senior Debt, and BMW is looking for 15% Mezzanine Debt.

2. Same as #1, but BMW is looking to ‘originate-and-distribute’, ie upon the dealer giving a car loan to an obligor, BMW sells the loan to a credit fund, which typically takes senior leverage (say, 80%) on this loan from an investment bank. To understand more about this arrangement, research ‘Forward Flow’.


WLB: when I was a banker, it was much better than IBD folks, but I think my team was a very WLB focussed team, so not really representative of the norm. At my first bank though, WLB was more representative of the market. Analysts & Associates usually arrived at [9-10] am and left at [9-10] pm most days, but during the week I would regularly work until 11 pm.

Comp: discussed above, but in response to your first point, I’d say that Private Credit (within the more traditional context, e.g. Direct Lending) will be paid more, but not meaningfully at the Analyst or Associate level. Also, Private credit is subject to fluctuations & changes in deal volume a lot more than Structured Credit.

 

First of all thank you for doing this, especially since private structured credit is increasingly becoming larger and as a student, there's not as many resources for preparing for recruiting as there are for M&A/RX/Credit Investing. Have a few questions which would be very helpful to get your input on.


I'm currently interviewing at one of the MFs in London for SA26 in ABF. What sort of preparation would you recommend doing, besides regular accounting and IB/PE questions. Would I be expected to know how to build a CF model for an ABS? Would also be interested in what motivated you to be in structured credit space. For me it's the fact that although it is a credit product, it is a bit more tied to macro due to the pooling of assets, which I'm interested in, also more esoteric structures within ABF (such as Solar ABS, Royalties etc.) have struck a good balance between macro/inherent credit risk. Also am quite bullish on outlook for the European structured credit space. I'm finding a hard time making a Why structured credit answer for my interview as compared to PC/IB.

Lastly, any resources you would recommend reading to get to the expected level of knowledge the interviewers are looking for? I was able to find a DB CLO Primer which was helpful but quite specific to the CLO space.

 
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Intern in PE - LBOs

First of all thank you for doing this, especially since private structured credit is increasingly becoming larger and as a student, there's not as many resources for preparing for recruiting as there are for M&A/RX/Credit Investing. Have a few questions which would be very helpful to get your input on.


I'm currently interviewing at one of the MFs in London for SA26 in ABF. What sort of preparation would you recommend doing, besides regular accounting and IB/PE questions. Would I be expected to know how to build a CF model for an ABS? Would also be interested in what motivated you to be in structured credit space. For me it's the fact that although it is a credit product, it is a bit more tied to macro due to the pooling of assets, which I'm interested in, also more esoteric structures within ABF (such as Solar ABS, Royalties etc.) have struck a good balance between macro/inherent credit risk. Also am quite bullish on outlook for the European structured credit space. I'm finding a hard time making a Why structured credit answer for my interview as compared to PC/IB.

Lastly, any resources you would recommend reading to get to the expected level of knowledge the interviewers are looking for? I was able to find a DB CLO Primer which was helpful but quite specific to the CLO space.

Great. I would suggest that you nail your understanding of how the market works, the key risks for issuers and investors in ABF, how funds make money (ie what is the pro forma asset economics on a regular UK resi mortgage trade, search for Excess Spread to understand more about this).

Regarding resources, there are a few that I recommend. Complete them in this order:

  1. Watch all of the Khan Academy videos on Securitisation & Mortgage Backed Securities. Great way to get a high level introductory understanding of the basics of our product
  2. Fitch Structured Finance Encyclopaedia, which has been written by Fitch for new joiners in this market. I always used to give this to interns on their first day on the desk. Read this from cover to cover. Also, the AngelOak Securitization 101: A Primer on Structured Finance is a good document, a little US focussed, but the explanation on securitisation technology is all there. Google these to find them.
  3. Key modelling topics that you should understand/research: PPMT (Excel formula), IPMT (Excel formula), PMT (Excel formula), WAL & what does WAL represent (Wikipedia has a fantastic article on this), use PPMT & IPMT to derive the amortisation profile of a loan (give yourself a generic loan, say £100k Original Balance, 5% APR, 5 year term, amortising to 0, no bullet payment at the end). If you can model & discuss these things properly, you’ll be ahead of the pack!
  4. Then, I suggest you use ChatGPT to consolidate your understanding. ChatGPT is an incredible resource for Structured Finance & I don’t think people realise that. I suggest you use it to ask questions such as ‘How do Asset Backed Finance funds make money?’, ‘What is Excess Spread?’, ‘How can WAL affect performance?’, ‘How does the interest rate of a loan affect the amortisation profile, and why? Illustrate this graphically’. Feel free to keep asking more and more questions until you really understand it

I doubt you’d be asked to build an ABS cashflow model for an internship interview. I don't think it is worth you spending time trying to understand this, since your model will inevitably be wrong/very simple.

Why Structured Credit: I agree with all of your points, for me it was an ability to apply my STEM degree in a fashion that doesn’t involve solely using quantitative methods to train computers to do a job, but rather to use those methods to derive insights. Also, there is a great deal of variety in this market (collateral, deal types, structures, etc), and it gets very interesting and thought-provoking. Best of luck for your interview — rooting for you!

 

Do lateral hires for associate roles have to complete modeling tests? If so, what should one expect? Any resources online that you'd recommend to learn/practice? Thanks!

 

Investment Analyst in RE - Comm

Do lateral hires for associate roles have to complete modeling tests? If so, what should one expect? Any resources online that you'd recommend to learn/practice? Thanks!

I would expect Associate candidates to do the same prep as in my response above, points 1-4. Very few people would expect lateral hires at the junior level to be able to model things to a great degree if they have no prior experience in Structured Credit tbh mate

 

How possible is the transition to alternative credit / structured finance on the buyside from a securitized products group at a BB as an analyst? Are there any headhunters you recommend reaching out to? Are there any prep materials for technicals / modelling tests?

 

Agreed with FutureFinancier1, since that’s exactly what I did haha, along with 90% of people I know who moved to the buyside to invest in Structured Credit.

I’ve always felt that moving as an Analyst is too soon, it should be Year 1/2 Associate, so that you really understand the product and market well. Especially with our product, you need more understanding than you may need in Corporate Finance. Anyway, if you get inbounds from a headhunter, you should take them nonetheless.

Re how to make the move, headhunters will reach out to you anyway. Make sure that your LinkedIn profile is absolutely tip top and sufficiently descriptive of your job, background, and so on. You get more success when you have buzzwords mentioned in your profile, since headhunters use these buzzwords to search. For example, make sure your profile says ABS, RMBS, mortgage, securitisation, private credit and asset finance. Then, when a headhunter searches “ABS Associate”, you will come up.

No prep materials, but during buyside interviews, you will be invited to complete a case study, which usually involves a modelling test. The BEST way to prepare for this modelling test is to build your own cashflow models in Excel from scratch, by yourself, in your personal time in preparation for the interviews you’ll have in future. It’s a ball ache, but this is what you really need to be doing in order to become proficient. This is what I did, over the course of a year or two, and then I became good at it. I even started enjoying it lol. Usually, a securitised products team at a bank will have some pre-existing cashflow model in Excel which you can use as inspiration & which you should go through with a fine tooth comb first, before building your own.

Top headhunters: Armstrong International, TW Partners, Waterman Stern, Paragon, RCQ, Dore and Forge

Good luck!

 

Which division of a BB focuses on structured finance? I ask as I am doing an internship in an adjacent field and I am very interested, but some banks house it in different areas e.g. capital markets, IBD or S&T. 

 

Prospect in IB - Gen

Which division of a BB focuses on structured finance? I ask as I am doing an internship in an adjacent field and I am very interested, but some banks house it in different areas e.g. capital markets, IBD or S&T. 

Very good question mate. Different banks approach this differently, and there really is no best approach. Some banks notice the hours and note that some of the bank issuer clients and fintech issuer clients are also targeted by the DCM/ECM folks, so put Structured Finance in Capital Markets / IBD. Others feel that it's a structured product, and the skills and technical nature of the product lend it well to being in Markets.

Some BBs split Structured Finance into two, with one section being in Markets, and the other in IBD. Some banks have Structured Finance as a JV between Markets and IBD -- that is what my bank did, but then later moved it entirely into Markets.

One issue that Structured Finance teams always face is hiring -- if we sit in IBD, most grads want to get jobs in M&A, LevFin, Restructuring or DCM, with Structured Finance struggling to find technical candidates who want to be in this team. If we sit in Markets, most people want to work in Sales and Trading, or if in Structuring, they wish to work on flow-type Structured Products. I feel as though we should sit in Markets, but that decision was far above my pay grade :)

 

Which side would you say is more vital in order to progress into a buyside role?

  • IBD, with Origination/client exposure
  • Markets, as pure ABS/RMBS structuring with no direct client exposure
 

Thank you for this post. I am a second year analyst at an advisory firm based in London, working in structured credit (Origination & Structuring too); so this thread is particularly interesting to me. The firm I work for is not a big name in the context of finance in general, but, the team is relatively well known in the world of credit and securitisation. 

Recent exits to the buy-side from juniors in our team have been very strong, and I'm hoping to continue that trend in 12-24 months time; I'm happy where I am for now though, so I'm not in a rush, and would look to be somewhat selective. I am nervous around reaching out to recruiters to signal my intentions this soon, and haven't entertained those who have reached out - as you'll know better than I do, it is a small community, and I've seen people run into trouble where they, or recruiters haven't been delicate enough - would you have any thoughts on this? 

From your experience, besides gaining deal exposure and general "osmosis", is there anything particular that perhaps is overlooked when recruiting? As a bit of background, I joined shortly after university (STEM too) - modelling has come relatively easily to me, but I don't possess the textbook understanding of finance/econ compared to some of my peers (with relevant masters/undergrads). I'm debating doing the CFA in order to address this (noting the (time) cost/benefit of the CFA is debated - it may be worth my time more than say someone who did econ undergrad then a finance masters etc…). Thanks again.

 

removeyourf1key

Thank you for this post. I am a second year analyst at an advisory firm based in London, working in structured credit (Origination & Structuring too); so this thread is particularly interesting to me. The firm I work for is not a big name in the context of finance in general, but, the team is relatively well known in the world of credit and securitisation. 

Recent exits to the buy-side from juniors in our team have been very strong, and I'm hoping to continue that trend in 12-24 months time; I'm happy where I am for now though, so I'm not in a rush, and would look to be somewhat selective. I am nervous around reaching out to recruiters to signal my intentions this soon, and haven't entertained those who have reached out - as you'll know better than I do, it is a small community, and I've seen people run into trouble where they, or recruiters haven't been delicate enough - would you have any thoughts on this? 

From your experience, besides gaining deal exposure and general "osmosis", is there anything particular that perhaps is overlooked when recruiting? As a bit of background, I joined shortly after university (STEM too) - modelling has come relatively easily to me, but I don't possess the textbook understanding of finance/econ compared to some of my peers (with relevant masters/undergrads). I'm debating doing the CFA in order to address this (noting the (time) cost/benefit of the CFA is debated - it may be worth my time more than say someone who did econ undergrad then a finance masters etc…). Thanks again.

removeyourf1key

Thank you for this post. I am a second year analyst at an advisory firm based in London, working in structured credit (Origination & Structuring too); so this thread is particularly interesting to me. The firm I work for is not a big name in the context of finance in general, but, the team is relatively well known in the world of credit and securitisation. 

Recent exits to the buy-side from juniors in our team have been very strong, and I'm hoping to continue that trend in 12-24 months time; I'm happy where I am for now though, so I'm not in a rush, and would look to be somewhat selective. I am nervous around reaching out to recruiters to signal my intentions this soon, and haven't entertained those who have reached out - as you'll know better than I do, it is a small community, and I've seen people run into trouble where they, or recruiters haven't been delicate enough - would you have any thoughts on this? 

From your experience, besides gaining deal exposure and general "osmosis", is there anything particular that perhaps is overlooked when recruiting? As a bit of background, I joined shortly after university (STEM too) - modelling has come relatively easily to me, but I don't possess the textbook understanding of finance/econ compared to some of my peers (with relevant masters/undergrads). I'm debating doing the CFA in order to address this (noting the (time) cost/benefit of the CFA is debated - it may be worth my time more than say someone who did econ undergrad then a finance masters etc…). Thanks again.

Presume you’re talking about Alantra/Alvarez & Marshal/Interpath type firm?

Sounds like you’re in a good spot. Whilst I understand the whole small community point, and somewhat agree, I think it’s a never a good idea to ignore or not respond to headhunters. Always accept their invitation, have a chat, get to know them & let them get to know you, and then politely decline, saying that you wish to focus on honing your skills in order to be more competitive for these roles in future, blah blah. This means that you remain on their radar going forward, rather than being known as a guy who doesn’t reply. 

In terms of recruiting, I feel as though thinking about Relative Value is usually overlooked. For example, do you think equity returns of 10% are sufficient for a UK Prime Auto warehouse? Where do you think 6% APR on UK consumer loans would imply the typical borrower profile is? This is part of general osmosis, but important so that you can have a conversation with a buyside guy and appear as though you can be selective on deals, which is important. Another important item is hedging, DV01, duration and convexity. Classic fixed income concepts that are important to understand, even if you don’t sit in a trading seat. An important tip I have for you, is that for each trade you do at work, try to run back-of-the-envelope equity returns. This will be a good way for you to develop an investor’s mindset.


Re CFA, I don’t know why so many people trash talk it, if you have time to do it, you should. I unfortunately don’t have time to do it right now, otherwise I would. Whilst it’s not a prerequisite, it will be very helpful for you to understand important fixed income concepts, and overall makes you look that tiny bit smarter, so if your employer will pay for you, and you have time, do it. 

 

Associate 1 in Private Credit

removeyourf1key

Thank you for this post. I am a second year analyst at an advisory firm based in London, working in structured credit (Origination & Structuring too); so this thread is particularly interesting to me. The firm I work for is not a big name in the context of finance in general, but, the team is relatively well known in the world of credit and securitisation. 

Recent exits to the buy-side from juniors in our team have been very strong, and I'm hoping to continue that trend in 12-24 months time; I'm happy where I am for now though, so I'm not in a rush, and would look to be somewhat selective. I am nervous around reaching out to recruiters to signal my intentions this soon, and haven't entertained those who have reached out - as you'll know better than I do, it is a small community, and I've seen people run into trouble where they, or recruiters haven't been delicate enough - would you have any thoughts on this? 

From your experience, besides gaining deal exposure and general "osmosis", is there anything particular that perhaps is overlooked when recruiting? As a bit of background, I joined shortly after university (STEM too) - modelling has come relatively easily to me, but I don't possess the textbook understanding of finance/econ compared to some of my peers (with relevant masters/undergrads). I'm debating doing the CFA in order to address this (noting the (time) cost/benefit of the CFA is debated - it may be worth my time more than say someone who did econ undergrad then a finance masters etc…). Thanks again.

removeyourf1key

Thank you for this post. I am a second year analyst at an advisory firm based in London, working in structured credit (Origination & Structuring too); so this thread is particularly interesting to me. The firm I work for is not a big name in the context of finance in general, but, the team is relatively well known in the world of credit and securitisation. 

Recent exits to the buy-side from juniors in our team have been very strong, and I'm hoping to continue that trend in 12-24 months time; I'm happy where I am for now though, so I'm not in a rush, and would look to be somewhat selective. I am nervous around reaching out to recruiters to signal my intentions this soon, and haven't entertained those who have reached out - as you'll know better than I do, it is a small community, and I've seen people run into trouble where they, or recruiters haven't been delicate enough - would you have any thoughts on this? 

From your experience, besides gaining deal exposure and general "osmosis", is there anything particular that perhaps is overlooked when recruiting? As a bit of background, I joined shortly after university (STEM too) - modelling has come relatively easily to me, but I don't possess the textbook understanding of finance/econ compared to some of my peers (with relevant masters/undergrads). I'm debating doing the CFA in order to address this (noting the (time) cost/benefit of the CFA is debated - it may be worth my time more than say someone who did econ undergrad then a finance masters etc…). Thanks again.

Presume you’re talking about Alantra/Alvarez & Marshal/Interpath type firm?

Sounds like you’re in a good spot. Whilst I understand the whole small community point, and somewhat agree, I think it’s a never a good idea to ignore or not respond to headhunters. Always accept their invitation, have a chat, get to know them & let them get to know you, and then politely decline, saying that you wish to focus on honing your skills in order to be more competitive for these roles in future, blah blah. This means that you remain on their radar going forward, rather than being known as a guy who doesn’t reply. 

In terms of recruiting, I feel as though thinking about Relative Value is usually overlooked. For example, do you think equity returns of 10% are sufficient for a UK Prime Auto warehouse? Where do you think 6% APR on UK consumer loans would imply the typical borrower profile is? This is part of general osmosis, but important so that you can have a conversation with a buyside guy and appear as though you can be selective on deals, which is important. Another important item is hedging, DV01, duration and convexity. Classic fixed income concepts that are important to understand, even if you don’t sit in a trading seat. An important tip I have for you, is that for each trade you do at work, try to run back-of-the-envelope equity returns. This will be a good way for you to develop an investor’s mindset.


Re CFA, I don’t know why so many people trash talk it, if you have time to do it, you should. I unfortunately don’t have time to do it right now, otherwise I would. Whilst it’s not a prerequisite, it will be very helpful for you to understand important fixed income concepts, and overall makes you look that tiny bit smarter, so if your employer will pay for you, and you have time, do it. 

Thank you for this. You are correct re. the company… I hope you don't mind, but I have a few follow ups.

When thinking about relative value, besides taking the data tape, prospectus and sensible assumptions for public transactions, and then modelling, how would you suggest I do this? Are you aware of any resources that could be helpful?

Re. the CFA, completely understood. Would you have any thoughts w.r.t. me focussing on this, or becoming excellent at Python? I won't have time to do both in parallel (at least to a meaningful level). Given my STEM background, Python may be better from a cost/benefit aspect (as I already know the basics), but then completing the CFA may be particularly useful as I do not have an econ / finance degree, so can't tick that box as such.

From your experience, would you suggest there are any trends regarding funds and work culture / WLB? Given I'm relatively happy working late, especially while I am young, I don't want people to think this is not the case by asking the question - but could still be a factor when comparing companies A and B.

Following your advice, I am now beginning a rapport with recruiters. I was recently offered the chance to apply for one of the large US credit funds, and decided to decline noting a preference for additional time developing (I would be joining after only two years, which I think would be too soon), and that I would be interested in 12-24 months time when the cycle repeats - very exciting.

On the off-chance, would we be able to please connect? Very aware there are several reasons why this may not be possible, so I completely understand if you'd rather not.

Thanks again.

 

Thanks for doing this thread! There really isn't enough structured finance discussion here on this forum.

Just curious and wanted to get your two cents for my situation. I'm currently working at one of the Big 3 rating agencies doing CLO structuring, although my background is a bit unusual as I came from a mix of private equity/private credit background. Burned out due to the brutal hours and hopped to CRA land for the better WLB, but now that it's been some time I'm starting to feel that there's a limit to what I can really learn here, and I've been toying with the thought of returning to buyside (and ngl, the comp hasn't been keeping up with the crazy cost of living in recent years).

To that end, just wondering if you have any insight as to how rating agencies are considered from a recruiting perspective for your kind of role, as I've never received any inbounds from headhunters aside from other CLO structuring roles at banks. I saw that you listed a few headhunters above, but any other advice in terms of approaching recruiting in this space? I feel like I don't really see much in the way of these kinds of investing roles online when I'm looking around at postings, and I'm also unfamiliar with who does US focused recruiting for these kinds of roles. 

Plus from an experience perspective, I've mostly worked only with CLOs and my private credit experience was in direct lending, so while I can still build LBOs I've never done any manual cash flow analysis for securitized products, which I think is another barrier. As you say, probably need to practice in my downtime, it's just I have no models to reference for this type of analysis. 

Also, how are your current hours and the intensity of the work you do? I know you mentioned before the hours from your old banking role but don't think you discussed how it is at your current job. Realistically, given my health issues I'm not sure I could reason to go back to working somewhere pulling more than 60 hours a week, so wondering how it's been in your experience.

 

Associate 2 in PE - Other

Thanks for doing this thread! There really isn't enough structured finance discussion here on this forum.

Just curious and wanted to get your two cents for my situation. I'm currently working at one of the Big 3 rating agencies doing CLO structuring, although my background is a bit unusual as I came from a mix of private equity/private credit background. Burned out due to the brutal hours and hopped to CRA land for the better WLB, but now that it's been some time I'm starting to feel that there's a limit to what I can really learn here, and I've been toying with the thought of returning to buyside (and ngl, the comp hasn't been keeping up with the crazy cost of living in recent years).

To that end, just wondering if you have any insight as to how rating agencies are considered from a recruiting perspective for your kind of role, as I've never received any inbounds from headhunters aside from other CLO structuring roles at banks. I saw that you listed a few headhunters above, but any other advice in terms of approaching recruiting in this space? I feel like I don't really see much in the way of these kinds of investing roles online when I'm looking around at postings, and I'm also unfamiliar with who does US focused recruiting for these kinds of roles. 

Plus from an experience perspective, I've mostly worked only with CLOs and my private credit experience was in direct lending, so while I can still build LBOs I've never done any manual cash flow analysis for securitized products, which I think is another barrier. As you say, probably need to practice in my downtime, it's just I have no models to reference for this type of analysis. 

Also, how are your current hours and the intensity of the work you do? I know you mentioned before the hours from your old banking role but don't think you discussed how it is at your current job. Realistically, given my health issues I'm not sure I could reason to go back to working somewhere pulling more than 60 hours a week, so wondering how it's been in your experience.

Interesting background! I’ve always felt that a RA Analytical role (i.e. not a Coverage role) is a useful skill, and gives you a decent understanding of cashflow mechanics, waterfalls and structures. Are you based in London?

There are a couple of people that I know, who have moved from RA Analytical roles to structuring teams at banks. I think you should seriously consider doing that, as it is ‘path of least resistance’ from where you are. From a CLO Structuring seat at a bank, you’ll find it much easier to move to the buyside. To find this kind of role, you should spend time trawling through LinkedIn and investment bank recruitment pages. CLO teams seem to be hiring a lot recently, so a bit of proactivity here could make all the difference. Happy to answer any more questions, but this is the best path to the buyside for you, I feel.

Wrt your modelling point, CLO models are much easier to come by, so ChatGPT/Perplexity is probably your best bet, along with simply finding a CLO cashflow model online. Dig really hard and I think you’ll find one somewhere. Ultimately, the objective is for you to build one yourself. Also, ask around your team/division to see if there are any models that are saved somewhere that you aren’t aware of.

Re hours, my work has been really busy at the moment, but honestly, in a bank CLO role, you wouldn’t work more than 60 hours per week regularly. The CLO folks I knew at my previous place did reasonably good hours, most of the time. Even buyside CLO roles don’t involve hours that are too punishing, and definitely a lot better than Corporate Finance.

 

Thanks for the response! I'm based in NYC, sorry for the confusion, that was why I was asking about recruiting in the US.

So the thing is regarding the CLO structuring seats at US banks, I'm not sure if things are different with London based on workload, but I know a few folks who actually work in these seats across a couple different banks and all of them are absolutely getting destroyed from a workload perspective – was just told last week by someone that they've been hitting 60-80 hrs/week regularly and it's not uncommon to be in the 90+ range if the seat has hybrid responsibilities that overlap with other lending related areas in the bank. The teams are running pretty lean so maybe that is part of it here, and it seems there's a decent amount of turnover as well.

Which all in all makes me very wary of actually hopping to a banking CLO seat, I don't think I would be able to tolerate that kind of workload. We've actually been getting slammed pretty hard as well and 50-60 hours has been the norm aside from the lull during the initial tariff announcement, we work way later than the rest of the structured finance teams here (other teams seem to do 40 most of the time, which is part of my dissatisfaction with comp) and it's also why I'm certain I wouldn't be able to handle >60 again.

I have seen a couple of folks on my team exit directly to large AMs or to buyside CLO structuring seats but the buyside structuring seats seem to be pretty rare to find. Thanks for the advice though, I'll keep an eye out and do some research, see if I can find some models online as well. Not in a rush to leave at the moment, was just curious what other options would be available for me in my current seat. I think I am relatively lucky as well since I have prior buyside experience, it definitely seems to help whenever I do outreach/receive recruiting related inbounds. 

It's just that I'm not getting any contact re: structured credit roles which is my interest, I do often get messages about private credit roles given my background prior, but I have no interest returning to PE or PC for the hours issue mentioned before. If I did go back to a buyside seat I would probably be looking for some kind of structured credit investing (hence me asking you about hours before, since I don't have much insight into the space) or for something related to CLOs (credit analyst or a structuring seat). My old PE firm had a BSL arm so I am fairly familiar with how they operate and generally how hours would be there (60ish at my old firm, but would def be culture dependent). I guess we'll see how the market pans out next year and if any opportunities pop up. 

Thanks again for your feedback! Happy to answer questions as well if you happen to have any for me.

 

Thanks for doing this, really insightful post. Currently a senior who interned at a MF in their ABF arm and will be returning FT. Lots of my coworkers told me to sit back and enjoy senior year (which I certainly will, lol), but wondering if there’s anything you’d recommend I do in my free time to stay sharp before I start.

A bit worried about starting out as an analyst on the buyside without any banking experience. Whether specific textbooks, modeling tips, etc., I’m all ears. Thanks, and saw a similar comment above, so feel free to add anything more “analyst-specific” if something comes to mind.

 

Prospect in Private Credit

Thanks for doing this, really insightful post. Currently a senior who interned at a MF in their ABF arm and will be returning FT. Lots of my coworkers told me to sit back and enjoy senior year (which I certainly will, lol), but wondering if there’s anything you’d recommend I do in my free time to stay sharp before I start.

A bit worried about starting out as an analyst on the buyside without any banking experience. Whether specific textbooks, modeling tips, etc., I’m all ears. Thanks, and saw a similar comment above, so feel free to add anything more “analyst-specific” if something comes to mind.

I don't have anything further to add than the above. If you do even some of the above in advance of your start date, you will do well on the desk and hit the ground running. Well done on securing a great job out of university!

 

Awesome, thanks so much. Separately, wondering if you / your coworkers have had opportunities to leave ABF for traditional corporate lending roles. Long term I’m not fully sure if I’d want to be in ABF, and without having a banking stint to build the common skillset, wondering if I’d be hindered in any way by starting in ABF. Would imagine having a MF platform certainly can’t hurt of course, but maybe it’s just the “keep optionality open” university mentality that’s getting to me and making me concerned about long term career plans. Happy to PM to talk in more depth if you’re open to it.

 

Hey thanks for the thread once again! I wanted to ask you where you see the structured finance space evolving in the next 3-5 years. My impression is that this area will grow due to the entry of BNPL firms who are having to move risky loans off their balance sheet coupled with easing regulatory tensions across EMEA and North America that make securitisations more palletable as a balance sheet solution but would love to hear your thoughts!

I've also applied to various securitised products / structured finance desks and have some inbounds from them so I'd love to hear what you think!

 

Prospect in IB - Gen

Hey thanks for the thread once again! I wanted to ask you where you see the structured finance space evolving in the next 3-5 years. My impression is that this area will grow due to the entry of BNPL firms who are having to move risky loans off their balance sheet coupled with easing regulatory tensions across EMEA and North America that make securitisations more palletable as a balance sheet solution but would love to hear your thoughts!

I've also applied to various securitised products / structured finance desks and have some inbounds from them so I'd love to hear what you think!

I see Structured Finance continuing to grow, partly due to BNPL origination, but mainly due to bank deleveraging. Also, credit funds are teaming up with insurers to deploy their large, cheap balance sheets, which will make these solutions more competitive in the face of banks. Finally, more businesses are moving to an asset light model, partly because they don't want to hold fixed income assets on their balance sheets, and partly because these assets are now fairly well bid.

Best wishes for your outreach. Go get 'em!

 

Great thread, enjoying the discussion. 

Recent Torsten Slok newsletter mentioned "securitization accounts for 50% of GDP in the US and 7% in Europe". Seems like it is coming up in the news a lot (not in the space myself): European Commission has a new set of proposals published for reworking the existing framework, EUROFI magazine had some good commentary from senior EU bankers/regulators published recently too. 

How do you think about the spread between US and European securitization market size? What are the core drivers? Is it regulatory headwinds (e.g., risk retention) that have dampened issuance in euro area? Historical investor appetite for US assets? Is there a technological hurdle on the portfolio management or administration side? 

People say "Europe has less sophisticated financial markets" but i have never really known what this means (in the context of Western europe)

 

ABSurdity

Great thread, enjoying the discussion. 

Recent Torsten Slok newsletter mentioned "securitization accounts for 50% of GDP in the US and 7% in Europe". Seems like it is coming up in the news a lot (not in the space myself): European Commission has a new set of proposals published for reworking the existing framework, EUROFI magazine had some good commentary from senior EU bankers/regulators published recently too. 

How do you think about the spread between US and European securitization market size? What are the core drivers? Is it regulatory headwinds (e.g., risk retention) that have dampened issuance in euro area? Historical investor appetite for US assets? Is there a technological hurdle on the portfolio management or administration side? 

People say "Europe has less sophisticated financial markets" but i have never really known what this means (in the context of Western europe)

There are a few points you've raised here, so I'll do my best to respond. The difference between the US & European market sizes (presumably you mean in volume of issuance/origination) is driven by the extent to which American borrowers can afford to borrow more, their propensity to take out more debt, and also the size of the non-bank market in the US (which is much larger than in Europe). Ultimately, the US is a bigger market for almost everything.

I don't agree that Europe has less sophisticated financial markets, but I do agree that there is less liquidity and less capital in the UK & Europe. As a result, deal sizes, and fees are much smaller in Europe. The only market that looks somewhat like the US is the UK.

 

Got you. Intelligent answer. Must be some pretty material differences to drive such a major proportional  differential in issuance(keyword being proportional, though perhaps comparing volume of origination to GDP is not the optimal baseline in this case). 

 

Analyst 1 in S&T - FI

Thank you for doing this! I am quite curious about your move from the European Bank to the US Bank. Would be grateful if you could walk through why you moved and what the lateral process is like for structured finance roles. Thanks so much!

Why: the European bank had a narrower product focus and wanted to do more esoteric assets/private financing. The American bank offered this, and was going to pay a lot more. Also, I was just bored at the European bank lol.

Process: I found this role on LinkedIn and applied on the bank's website. I had a telephone interview with a VP, then an assessment centre, and then about 10 informal-ish interviews with members of the team. It was a long process & not particularly well run, I feel, and since then, I know several people who have moved to other banks and had just 2 or 3 interviews, with VPs/Directors/MDs before getting the offer. I think this would be a lot more realistic if one were to move today.

 

Thanks for the reply! What would you say HR/the team looks for during the lateral processes and how do you think you stood out because I assume the headcount is quite low for these positions? Thanks again for all your answers.

 

Thanks for doing this, found this thread really helpful as I'm also about to join a similar financing and origination role at a BB covering securitised products. In terms of what you do now on a day-to-day basis on the buyside, what are the tasks and skills that are most relevant/similar when you were still working at the banks? E.g. Conducting stress testing/cash flow modelling/completing public term issuances/working with legal docs etc. Just trying to see if there is any area and skills that I should put greater emphasis if possible while working on the desk.

 

REFdkjf

Thanks for doing this, found this thread really helpful as I'm also about to join a similar financing and origination role at a BB covering securitised products. In terms of what you do now on a day-to-day basis on the buyside, what are the tasks and skills that are most relevant/similar when you were still working at the banks? E.g. Conducting stress testing/cash flow modelling/completing public term issuances/working with legal docs etc. Just trying to see if there is any area and skills that I should put greater emphasis if possible while working on the desk.

By covering, do you mean Sales? Or Origination & Structuring? They’re very different.


Assuming the latter, if you’re starting, it’s important for you to simply get to grips with the deal process of both a public & private deal. This will take you 1/2 years anyway. Regardless of how good your modelling skills are, if you don’t understand how a trade, structure, legal document, or AUP works,  you won’t be able to hold your ground in an interview.

That said, in no particular order, the following come to mind:
 

  1. Cashflow modelling skills, including stress testing, breakevens, and determination of senior / equity returns. A year or two in, begin to estimate equity returns for every deal that you work on. That will be great training for buyside interviews, and something I wish I did
  2. Originator / Servicer risk: especially for forward flows, how do you view this? Top risks? Mitigants?
  3. Asset performance risk: what are the top 3 risks to your senior/junior position? Any historical performance to support your opinion?
  4. Write Termsheets & learn what to include on them
  5. learn about different structures, and what motivates a client to use them
  6. Overall: be a sponge. Learn everything you shear, ask questions, write them down, understand them, read all the memos on your team’s shared drive, attend all the meetings that you can, and you’ll accelerate your learning, all of which is important to being able to speak confidently in buyside interviews
     

    Good luck 

 

Do you see growth/demand for esoteric ABS  i.e. royalties, litigation settlements etc. vs. more "traditional" ABS products?

 

Associate 1 in PE - LBOs

Do you see growth/demand for esoteric ABS  i.e. royalties, litigation settlements etc. vs. more "traditional" ABS products?

Yes & no. Yes in that there is a market precedent, so why not, but no in that it isn’t a straightforward asset class. Royalties are subject to the cash you earn from people consuming the media (either you have to underwrite it so conservatively that your proposal to the seller isn’t commercial). It’s possible to size those risks, but they’re usually binary (portfolio isn’t assigned properly, fraud, the musician is ‘cancelled’ etc).


That said, there is always an early mover advantage to those trades. In 5/10 years, everyone else will be fighting over scraps/what’s left. 

On the other hand, traditional ABS markets are quite mature now, but there is still a lot of value to be found in certain pockets, I feel. 

 

Thank you. Is it realistic to move from an esoteric ABS firm to a more "traditional" ABS firm? Only have experience with IB and PE lateral moves so not clear if there is an advantage in being specialized early in your ABS career or if it will be an uphill battle to lateral b/c of the niche experience.

 

Hello, thanks for doing this. 

I am also London based and just landed a Credit Risk role in a buyside MM bank that mainly invests in CLOs. My main job now is to review and comment on stips and I want to eventually move to an investing seat. I do have some private ABS cashflow modelling and deal structuring/execution experience from my last role at a lesser known boutique firm.

Have you seen people with my kind of background break into roles similar to yours? What would you recommend me do to achieve that?

 

Whoosh2710

Hello, thanks for doing this. 

I am also London based and just landed a Credit Risk role in a buyside MM bank that mainly invests in CLOs. My main job now is to review and comment on stips and I want to eventually move to an investing seat. I do have some private ABS cashflow modelling and deal structuring/execution experience from my last role at a lesser known boutique firm.

Have you seen people with my kind of background break into roles similar to yours? What would you recommend me do to achieve that?

Congratulations on your new role. In my view, your most straightforward path is to wriggle into front office where you are, and then use that to move to the buyside. In parallel to this internally, keep applying to structuring roles elsewhere, and ensure that you are casting your net wide: ABS & CLOs, and perhaps anything else Credit related. Don’t be unnecessarily narrow minded.

Unsure if I’ve mentioned this already previously on the thread, but there are LOADS of funky profiles on the buyside and I’ve seen people with many kinds of background break into the buyside. However, you need to put in the work — networking, have several good relationships with headhunters, really sharpen up on your modelling skills & make sure that you’re able to talk through a transaction inside out.  Also, make sure that you are getting coffees/networking meetings in with lots of fund people (once you can talk through a trade inside out). It’s a grind, you will need to put in hard work, but it’s very rewarding. Best of luck mate, and feel free to ask further questions.

 

Unlevered Hegelian

Hello, thanks for your contribution.

I'm very confuse with the terms and with the scope of work.

  1. Is "structuring" the same as "Structured Finance sell-side"?
  2. What kind of financial modeling do you do in structured finance? Can you give some examples?
  3. Are you required to make the 3 statements in your financial modeling? Like, is this modeling more product focus?

I feel that your understanding of Structured Finance is shallow. Do you work in Structured Finance? I presume not?

  1. Structured Finance sell-side bankers do structuring work on behalf of their clients, and get paid a structuring fee (usually titled an Arranger Fee) for doing so
  2. Please see the point I made above entitled "Key modelling topics"
  3. There is little-to-no corporate finance style modelling in Structured Finance. I've never seen or heard of anyone doing 3 statement modelling in Structured Finance
 

Well, depends. 

First, I'm not from US/UK/Europe, so the terms might be different. I worked in Project Finance in a European BBB, and it was inside the "Structured Finance" Business Unity. From I've seen, what our Structured Finance do It's completely different from what your SF do. 

Second, people that I know that work in SF do more like a Trading Desk job, with Swaps, FX etc, not dealing with lending as you did. That's why I asked you about the terms. But I think that might be a location term differentiation.

Anyway, thank you.

 

Hi, thanks for doing this. I’m a final-year student in Europe and my upcoming final year internship is in LevFin structuring & execution at a top European bank. Longer term I’m interested in structured finance / structured credit sell side

From your perspective:

  1. How well does LevFin translate for recruiting into structured credit roles (sell-side)?
  2. Any common gaps you see from LevFin candidates interviewing for structured credit investing?
 

LeveragedFinanceJunky

Hi, thanks for doing this. I’m a final-year student in Europe and my upcoming final year internship is in LevFin structuring & execution at a top European bank. Longer term I’m interested in structured finance / structured credit sell side

From your perspective:

  1. How well does LevFin translate for recruiting into structured credit roles (sell-side)?
  2. Any common gaps you see from LevFin candidates interviewing for structured credit investing?
  1. It doesn't, particularly. Your best bet would be an internal move, which I think is a lot easier than external.
  2. I've not come across a LevFin candidate interviewing for structured credit investing or sell side structured finance roles. However, I think that LevFin candidates have a good shot at CLO roles. 
 

pombidoo

associate Y1 case round - as you said which agree with the assets are blurred in the industry, not sure what case study (120min) should expect 

That's a brief case study! You should expect a high level cashflow model, but nothing detailed tbh. I would think about how you assess a platform, what you would look for in credit risk, any other deal-related risks, etc

 

Hey - thanks so much for doing this. Recent grad with a MF ABF offer in London, wondering your thoughts on starting off in ABF directly out of university vs IB / Levfin path moving into private credit. Also thoughts on possibility to switch to direct lending / distressed / hybrids down the line from ABF. Thanks!  

 

haha congrats. I've always liked credit over equity having done both. Just concerned over long run pigeonhole risk / spread compression given the traction in the asset class rn. Also like DL space / structured DL, so worried not doing banking years may make a jump from ABF difficult given less experience with the statements / corporate lending. Interested to see what OP says!  

 

Associate 1 in Private Credit

Associate 1 in S&T - FI

any thoughts on moving from clo tranche investing to private ABF? 

Whilst I don't know anyone who has done it, I don't see why it can't be done. Give me a bit more background and I can provide more nuanced thoughts.

thanks, I spent a few years in clo banking and structuring then moved to the buyside 2 years ago investing in clo dent and equity tranches.

 

Thanks for doing this, I know I’m pretty late but would appreciate your perspective.

Do you think moving from a rating agency (rating ABS) to the buyside is a good idea, (4 years experience in industry, 2 at CRA) or would spending a couple of years in a sell-side structuring role first make more sense? How hard is it to move into a decent banking seat from a CRA?

 

Don't think it's a 'bad' idea per se, but would definitely suggest a sell-side structuring role to begin with. Main reason being that someone from a CRA will find it tough to discuss/critically analyse any commercial aspects. On the credit, you'll be brilliant, but on pricing and relative value, you'll struggle. I think you'd be able to get up to speed reasonably fast, but you will still take 12-18 months to get to grips with this. someone from a sell-side structuring seat would be much faster.

 

Thanks, do you think It would be difficult trying to land a structuring role? Would you recommend any independent study or modeling practice to fill in any gaps?

Really appreciate you doing this btw, it’s so hard to find anything related to structured finance careers. I hope that changes now that ABF has been heating up.

 

Really appreciate you holding this Q&A - recently gained a lot of interest in ABS. Let's say:

If I were to join a structured products desk (origination & execution) on the sell side, I’ll likely be placed either in ABS (consumer, auto, esoteric) or on a CLO/PC warehouse financing desk. Long term, I’m aiming to move to a MF ABF/specialty finance/alt credit seat (think Ares Alt Credit - BX ABF - PIMCO SS type roles) after ~4 years on the sell side.

A. Is it better to start directly in ABS, or are there any advantages to starting on the CLO/warehouse side first?

B. I’m assuming I’ll probably need to lateral once before the buyside. For my goals, is going straight into esoteric ABS origination the best move, or would it make sense to try to pick up some RX/LevFin experience later on to round out the background?

It feels like structured products is having a moment right now, but most of the MF credit teams still seem to hire a lot of people from RX/LevFin backgrounds because of the corporate valuation and capital structure experience. Not sure if going too niche too early (pure ABS) could be limiting.

C. I’m also having trouble letting go of the idea of doing distressed credit at some point. For the big alt credit/specialty finance platforms, how much overlap is there between distressed/opportunistic/ABF mandates? Would a mostly ABS background still be sufficient for those seats, or do they tend to prefer people with more traditional RX/sponsor experience?

 

Just for my understanding, the ABS desk that you are referring to does not do any warehouse lending at all? i.e. that desk does not do any senior lending on granular pools of financial assets (Autos, Consumer, Mortgages, etc)? That would be quite surprising to me, but would appreciate that clarification before I respond.

 

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