About the Role
You will design and refine credit structures that turn diversified pools of non-investment-grade compute tenant commitments into rated investment instruments. You will build quantitative models for pool composition, tranches, credit enhancement, and stress scenarios. You will lead rating agency interactions, define waterfall and reserve structures, support SPV documentation, and prepare offering and performance materials for institutional investors.
Requirements
•2+ years of experience in structured finance, securitization, or credit structuring
•Experience building or analyzing cash flow waterfalls, tranche structures, and credit enhancement mechanisms for pooled asset classes
•Experience working with credit rating agencies on issuance or surveillance
•Quantitative modeling skills
•Familiarity with credit assessment of non-investment-grade corporate obligors
•Written and verbal communication skills
Responsibilities
•Design and iterate credit structures for diversified compute tenant pools
•Build and maintain models for pool composition, tranche sizing, credit enhancement, and stress testing
•Own rating agency relationships, presentations, diligence responses, and surveillance
•Define waterfall mechanics, subordination levels, and reserve account structures
•Structure SPV and issuer documentation with founders and legal counsel
•Develop offering memoranda, pool performance reports, and credit surveillance updates
Benefits
•Meaningful equity
•Health coverage
•Free meals
