Audit and Assurance / Experienced / Manager
Manager, Structured Finance Modeling-CMBS
McLean, VA; New York, NY
137327
Experienced
The KPMG Advisory practice is at the forefront of transformation, offering excellent opportunities for individuals to advance their careers and expertise with KPMG. Looking ahead, we anticipate continued evolution and success within the practice, fostering both personal and professional development, thereby creating new pathways for growth. In this ever-changing market environment, our professionals must be adaptable and thrive in a collaborative, team-driven culture. At KPMG, our people are our number one priority. With a wealth of learning and career development opportunities, a world-class training facility, and leading market tools, we help our people continue to grow both professionally and personally. If you're looking for a firm with a strong team connection where you can be your whole self, have an impact, advance your skills, deepen your experiences, and have the flexibility and access to constantly find new areas of inspiration and expand your capabilities, then consider a career in Advisory.
KPMG is currently seeking a Manager to join our Structured Finance group in our Structured Finance practice.
Responsibilities:
- Develop and model complex financial structures such as reverse engineering of cash flow, waterfall payments, including payment rules, interest calculations and trigger effects
- Work on financial risk management advisory and audit engagements related to financial instrument valuations and cash flow analysis of fixed income, structured products, solar tax equity technical accounting applications, and whole loan portfolios
- Analyze and assess risk management activities related to investment portfolios, liquidity sources, accounting changes, and new regulations related to the SEC's Regulation AB II criteria.
- Review, validate, and develop financial cash flow models including mortgage (MBS) and asset-backed securities (ABS), collateralized debt obligation (CDO), collateralized loan obligations (CLO), auction rate securities, residual assets, mortgage-servicing assets (MSR), and commercial mortgage-backed securities (CMBS)
- Review operational risk management, internal control policies and procedures including GAP analysis, including warehouse facilities.
- Perform compliance testing related to various client financing agreements with investment banks, securities issuers, regulators, government agencies, and investors
- Provide detail analysis and reporting for securities and investors looking at Green Bonds, Social Bonds, Sustainability Linked Notes.
- Perform attestation and framework advisory services related to the principals of Green Bonds, Environmental, Social and Governance (ESG) and Sustainable Finance as the market continues develop complex frameworks that require KPMG's attestation and procedures.
- Utilize technology as well as AI-enabled tools to improve automation efforts, improve workflows and leverage KPMG licenses with software that includes Claude Code, Loveable, Co-Pilot, Mistral, etc.
Qualifications:
- Minimum five years of recent experience with a public accounting firm, advisory services firm or a large multinational organization conducting financial audit or corporate accounting
- Bachelor's degree from an accredited college or university in an appropriate field;
- Strong current knowledge in one of the following: U.S. Generally Accepted Accounting Principles (GAAP), international financial reporting standards (IFRS), Securities and Exchange Commission (SEC) financial reporting issues, bankruptcies, business combinations or financial restatements
- Demonstrated ability to connect with senior executives of leading organizations to generate new business relationships and projects
- Proven capability to lead teams of employees comprised of diverse backgrounds and skill sets
- Willingness and ability to travel (500STF)
- Must be authorized to work in the U.S. without the need for employment-based visa sponsorship now or in the future. KPMG LLP will not sponsor applicants for U.S. work visa status for this opportunity (no sponsorship is available for H-1B, L-1, TN, O-1, E-3, H-1B1, F-1, J-1, OPT, CPT or any other employment-based visa)