Location: 1000 South McCaslin Boulevard - Superior, Colorado 80027-9437 ABOUT THE JOB: Assumes primary responsibility for i) developing new financial models or implementing market accepted models / structuring methodologies for risk analysis and underwriting of the structured facilities provided by SFL and ii) creating & maintaining model documentation & information on GRC and interacting with KeyBanks Model Risk Control Group regarding model documentation and the performanceof annual model validation. ESSENTIAL JOB FUNCTIONS: Manage and coordinate with SFL and KBCM-ABS all Structuring, Modeling, and analytics activity. Ensure Structured Finance Analytics team is properly educated, organized and staffed to meet the forecasted needs of both SFL and KBCM-ABS. Proactively share knowledge with the Structured Finance Analytics team to develop and improve performance / productivity. Utilize proprietary and or market accepted financial modeling and structuring tools & techniques to assist in facility structuring and validation of the Risk Rating of structured credit facilities provided by SFL. Perform collateral and data analysis. Analysis of collateral data for use in models (i.e. "tape cracking", collateral stratifications, etc.). Data requirements definition, specification, and custom data mapping. Data analytics for measuring collateral performance history. Design reports and graphs for reporting collateral performance. Coordinate sharing data with third parties. (Investment Bankers, Confi Agmts, Rating Agencies, etc). Participate in client calls or on-site due diligence / meetings as required to facilitate his / her own knowledge regarding the client and to articulate to the client the structural features required to support the modeling technique. Stays abreast of public data published by the Rating Agencies and other industry sources specific to the performance, structuring, valuation, and rating of the asset classes pursued by SFL and KBCM-ABS groups and uses / disseminates this information internally as applicable. Interacts directly with the Rating Agencies as required / directed to facilitate obtaining their independent rating of structured finance transactions. Manage all aspects related to rating agency cash flow modeling, including running rating agency stressed loss cases, producing the necessary output for rating agencies and communicating with rating agencies to ensure that structures are optimized within constraining rating agency criteria/assumptions. Interaction with attorneys and accountants to tie out and ensure structure, risk retention, dec tables and collateral stratifications are correctly reflected in all offering materials. Interacts directly with the investors as required / directed to support valuation and analytics of ABS securities. (Series 7/79 and Series 63 required) Research new asset classes as directed, specific to the modeling and structuring of such assets classes, to assist in the assessment of risk and over-all structuring of SFL credit facilities and KBCM-ABS transactions. Supports other product delivery for business units of KeyBank pertaining to structured finance transactions (ie. ABS, warehouse financing), as requested, to the extent the modeling and structuring capabilities of SFL can provide value. Attends Industry and Asset Specific Conferences and conducts training and educational instruction as required to the SFL Credit, Underwriting, Operations, Syndications and Origination teams to insure as deep an understanding as possible regarding the structuring and modeling of the SFL facilities is held by the entire team. Creates, updates and maintains all model documentation in compliance with KeyBank Policies. Takes responsibility for working directly with the KeyBank Model Risk Control Group regarding model documentation and annual validation requirements. REQUIRED QUALIFICATIONS: Bachelor'