Rothesay Benefits Overview

Perform residential mortgage collateral due diligence, validate loan tapes, identify data exceptions, and monitor credit metrics. Support cash flow and securitization modeling for non-agency RMBS structures, including stress testing prepayments, defaults, losses, and tranche impacts. Normalize loan data, maintain portfolio performance reports, and coordinate with diligence firms, rating agencies, custodians, originators, and auditors. The role requires advanced Excel skills, quantitative analysis, attention to detail, and mortgage or structured finance knowledge.

Price, underwrite, and execute pension insurance transactions. Responsibilities include modelling pension scheme benefits, developing demographic assumptions, producing deal economics, calculating premiums, preparing approval and proposal materials, assessing legal benefit risks, reviewing contracts, supporting underwriting policy, and monitoring business risks. The role collaborates with brokers, business development, quantitative analysts, traders, operations, executives, and external legal counsel.

Sources, evaluates, structures, executes, and manages infrastructure debt investments across North America. Responsibilities include relationship development, credit analysis, due diligence, financial modeling, risk assessment, covenant and pricing analysis, investment committee presentations, legal documentation, and ongoing portfolio oversight. The role requires strong commercial judgment, quantitative analysis, communication, project management, and infrastructure finance expertise.