Manager, Structured Finance ABS Modeling

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 effectsWork 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 portfoliosAnalyze 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 investorsProvide 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 accountingBachelor'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 restatementsDemonstrated ability to connect with senior executives of leading organizations to generate new business relationships and projectsProven capability to lead teams of employees comprised of diverse backgrounds and skill setsWillingness 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)KPMG LLP and its affiliates and subsidiaries (“KPMG”) complies with all local/state regulations regarding displaying salary ranges. If required, the ranges displayed below or via the URL below are specifically for those potential hires who will work in the location(s) listed. Any offered salary is determined based on relevant factors such as applicant's skills, job responsibilities, prior relevant experience, certain degrees and certifications and market considerations. In addition, KPMG is proud to offer a comprehensive, competitive benefits package, with options designed to help you make the best decisions for yourself, your family, and your lifestyle. Available benefits are based on eligibility. Our Total Rewards package includes a variety of medical and dental plans, vision coverage, disability and life insurance, 401(k) plans, and a robust suite of personal well-being benefits to support your mental health. Depending on job classification, standard work hours, and years of service, KPMG provides Personal Time Off per fiscal year. Additionally, each year KPMG publishes a calendar of holidays to be observed during the year and provides eligible employees two breaks each year where employees will not be required to use Personal Time Off; one is at year end and the other is around the July 4th holiday. Additional details about our benefits can be found towards the bottom of our KPMG US Careers site at Benefits & How We Work.Follow this link to obtain salary ranges by city outside of CA:KPMG offers a comprehensive compensation and benefits package. KPMG is an equal opportunity employer. KPMG complies with all applicable federal, state and local laws regarding recruitment and hiring. All qualified applicants are considered for employment without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, citizenship status, disability, protected veteran status, or any other category protected by applicable federal, state, or local laws. The attached link contains further information regarding KPMG's compliance with federal, state and local recruitment and hiring laws. No phone calls or agencies please.KPMG recruits on a rolling basis. Candidates are considered as they apply, until the opportunity is filled. Candidates are encouraged to apply expeditiously to any role(s) for which they are qualified that is also of interest to them.Los Angeles County applicants: Material job duties for this position are listed above. Criminal history may have a direct, adverse, and negative relationship with some of the material job duties of this position. These include the duties and responsibilities listed above, as well as the abilities to adhere to company policies, exercise sound judgment, effectively manage stress and work safely and respectfully with others, exhibit trustworthiness, and safeguard business operations and company reputation. Pursuant to the California Fair Chance Act, Los Angeles County Fair Chance Ordinance for Employers, Fair Chance Initiative for Hiring Ordinance, and San Francisco Fair Chance Ordinance, we will consider for employment qualified applicants with arrest and conviction records.