Debt Capital Markets Analyst; Fixed Income & ABL Focus; TOD; Remote SA

Job Title: Debt Capital Markets & Structuring Analyst
Location: Remote (LATAM or South Africa preferred)
Type: Full-Time

Our client is a fast-growing technology company that builds reinforcement learning environments and secure VM infrastructure for frontier labs and large enterprises to run and evaluate AI models. They are expanding their finance team to create a specialized group dedicated to structuring, pricing, and modeling debt instruments for internal balance sheet management and large client project financing.

We are seeking highly analytical Debt Capital Markets & Structuring Analysts to join a high-velocity, internal consulting pod. This role focuses on modeling fixed income instruments and asset-backed lending (ABL) structures. You will build detailed models for term loans, corporate bonds, and securitizations, providing in-depth analysis on optimal capital structures and cost of debt for strategic initiatives.

This position requires a strong understanding of capital markets conventions and debt pricing mechanics.

• Debt Structuring Models: Build, audit, and maintain complex financial models to price, structure, and analyze various debt instruments, including corporate bonds, syndicated term loans, and potential structured finance products (e.g., securitizations).

• Asset-Based Lending (ABL) Modeling: Develop specific models to evaluate the collateral base and borrowing capacity tied to operating assets such as receivables, inventory, or infrastructure-as-a-service contracts.

• Market Analysis: Monitor fixed income markets, yield curves, and credit spreads to provide ongoing analysis of cost of debt and optimal issuance timing for the company or its clients.

• Strategic Communication: Translate complex debt covenants, repayment schedules, and yield calculations into clear presentation materials for leadership and banking partners.

• Standardization: Establish modeling templates and best practices for debt finance to improve the consistency and reliability of capital structure analyses.

Required Qualifications:

• Deep modeling experience in Debt Capital Markets, fixed income, or leveraged finance (investment banking or asset management experience highly preferred).

• Expertise in building models related to term loans, corporate bonds, and debt covenant analysis.

• Experience working with U.S. capital markets conventions, pricing methodologies, and regulatory reporting standards.

• Exceptional attention to detail, with a commitment to clean documentation and version hygiene.

• Advanced spreadsheet skills (expert in Excel or Google Sheets).

• Bachelor’s degree in Finance, Economics, or a related field.