Role: Contract Financial Modeler (Excel)

Hours: 15–40 hours/week · Flexible, asynchronous work.

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THIS IS A HANDS-ON EXCEL FINANCIAL MODELING ROLE. BUILD MODELS FROM SCRATCH (LBO, CREDIT, ABL, ABS, OR RISK).
NOT FP&A, REPORTING, DASHBOARDS, OR BI TOOLS.
IF YOU ARE NOT A STRONG EXCEL MODEL BUILDER, THIS WILL NOT BE A FIT.
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OVERVIEW

We are partnering with a U.S.-based technology company building advanced AI systems focused on financial modeling and decision-making.

The goal is to train AI to think like real financial professionals — how models are built from scratch, how assumptions are structured, and how decisions are made using financial models.

This is a hands-on modeling role. You will be expected to build detailed financial models in Excel and clearly explain your logic.

This is not a strategy, reporting, or BI role.

WHAT THIS ROLE IS (AND IS NOT)

This role IS:

– Building financial models from a blank spreadsheet

– Structuring assumptions and drivers

– Linking full model logic (cash flow, debt, returns, scenarios)

– Explaining why a model works, not just producing outputs

This role is NOT:

– Dashboards, reporting, or data visualization

– Reviewing credit applications without modeling

– High-level strategy without hands-on modeling

– Using AI tools to generate models

AREAS WE ARE HIRING FOR

You must have strong, hands-on modeling experience in at least one of the following areas:

(1) CREDIT & LENDING MODELS

– Built 3-statement borrower models

– Cash flow-based lending and debt sizing

– Covenant modeling (DSCR, leverage, coverage ratios)

– Loan structuring and scenario analysis

(2) PRIVATE EQUITY (LBO MODELING)

– Built full LBO models from scratch

– Sources & uses, debt schedules, returns (IRR/MOIC)

– Operating models with sensitivities and exit scenarios

(3) ASSET-BASED LENDING (ABL)

– Built borrowing base models (AR, inventory)

– Advance rates, eligibility, dilution

– Collateral-driven lending structures

(4) STRUCTURED FINANCE / ASSET-BACKED SECURITIES (ABS)

– Built cash flow waterfall models

– Tranching, credit enhancement, loss assumptions

– Prepayment/default scenario modeling

(5) RISK & PORTFOLIO MODELING

– Built scenario and stress-testing models

– Loss modeling (default, recovery, exposure)

– Portfolio-level analysis driven by model outputs

WHAT YOU’LL DO

– Build financial models from scratch in Excel across different use cases

– Review and debug models built by others

– Identify incorrect assumptions, broken logic, and risks

– Analyze relationships across cash flow, debt, and returns

– Clearly explain financial logic and decision-making

– Translate real-world financial thinking into structured outputs

WHAT MAKES A STRONG CANDIDATE

– 2–10 years of experience in finance roles with heavy modeling exposure

– Proven ability to build models from a blank spreadsheet (no templates)

– Experience building decision-driving models (not just outputs or summaries)

– Strong understanding of how models are used in real financial decisions

– High attention to detail and model accuracy

– Strong communication skills (English required)

NOT A FIT IF

– Your experience is primarily:

– Investment banking pitch decks or valuation comps

– FP&A reporting or budgeting only

– Credit review without building models

– Dashboards, BI tools, or analytics workflows

– You have not built full financial models yourself

– You rely on templates, tools, or AI to generate models

– You are not comfortable explaining your work in detail

INTERVIEW PROCESS (IMPORTANT)

To ensure skills, all candidates will complete a ~3-hour take-home Excel modeling exercise.

– The exercise is designed to reflect real-world modeling work

– It must be completed independently in Excel

– Candidates who are hired will be paid for this exercise

Please only apply if you meet the criteria above.