Structured finance specialist and Founder & Principal of Expert in Finance LLC in New York, with 15+ years in securitization analytics (250+ transactions, $45B+ issuance exposure) and prior leadership roles at Deutsche Bank and KPMG. expertinfinance.com 1self-evalexpertinfinance.com 1self-evalalphamille.com 2expertmedium proof
Web sources + resume claims.
CURRENT ROLE
Leads Expert in Finance LLC’s structured-finance execution support, providing cash-flow waterfall modeling, document-driven validation, collateral analytics, and AI-enabled financial validation for ABS, RMBS (agency and private-label), and CMBS issuances. The firm cites 250+ transactions analyzed, $45B+ issuance exposure, and 100+ AUP engagements; engagements include support for Big Four advisory teams on audit/AUP workflows and tranche-level analytics. expertinfinance.com 1self-evalexpertinfinance.com 1self-evalmedium proof
Web sources + resume claims.
88%
Confirmed
11 third-party · 6 self-published
4
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7
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4 distinct domains
Report
professional-data verification
Collected
2026-05-14
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professional-data verification
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not estimated
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not established
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Hiring assessment
6 role-fits · 2 risks
LLM judgment on best-fit roles, bounded by available evidence.
BEST FIT
Structured Finance Consultant (ABS/RMBS/CMBS)
Also a strong fit
Securitization Modeling LeadCapital Markets Advisory DirectorRisk and Regulatory Reporting Lead (Basel III/SSFA)Transaction Execution Lead (Big Four AUP)Head of Securitization Analytics (Consulting)
Two decades in structured finance across KPMG (2006–2014), Deutsche Bank VP (2015–2017), and Expert in Finance LLC (2017–present) align with senior consulting and modeling leadership. Evidence includes building Deutsche Bank’s U.S. Basel III SSFA model and a firm track record citing 250+ deals, $45B+ issuance exposure, and 100+ AUP engagements—well-suited to leading securitization analytics and transaction execution for institutions or Big Four teams.
Risks & gaps
Key volume metrics (250+ deals, $45B+ issuance, 100+ AUP) are self-published on the company site without independent press/client verification.
Structured Finance Transaction Execution Consultant — Big Four Advisory Teams
Oct 2021 – Present
Advises Big Four teams across ABS, RMBS, and CMBS issuances on waterfall modeling, model-to-document alignment, and tranche-level analytics; supports audit/AUP workflows (firm cites 100+ AUP engagements).
Led risk/capital reporting initiatives; developed the U.S. Basel III SSFA model for securitized exposures and coordinated regulatory programs (Dodd-Frank/Volcker, US Basel III, IHC-FBO, EU CRD IV).
Delivered structured finance (Reg AB, CRR), collateral analytics, and investor reporting for major U.S. and international banks; managed a 16-person data modeling team.
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Victoria Koreneva is a structured finance specialist supporting securitization transaction teams across modeling validation, governing-document interpretation, collateral analytics, and disclosure-aligned dataset reconciliation.
Structured Finance & Securitization Advisor | Waterfall Modeling, Tranche Analytics | ABS/RMBS/CMBS | Ex‑KPMG, Deutsche Bank | MBA, PMP
New York, NY, United States · +1 571-201-5063 · eastnwestvita@yahoo.com · https://linkedin.com/in/victoria-koreneva
Structured finance advisor with 15+ years focused on securitization across ABS, RMBS, and CMBS. Through Expert in Finance LLC, she supports Big Four teams and lenders with waterfall modeling, tranche analytics, and document validation on live deals. Previously at KPMG she led 16 modelers across 250+ transactions (~$45B), and at Deutsche Bank she built the U.S. Basel III SSFA model.
Key skills
Securitization structuringCash flow waterfall modelingTranche valuation & bond analyticsCollateral stratification & due diligenceStructured product valuationBasel III SSFA & capital reportingReg AB & Credit Risk RetentionAUP and offering document reviewINTEX & BloombergRMBS/CMBS/ABS
Notable
Reverse‑engineered 250+ securitizations across RMBS, CMBS, ABS, and CLO/CDO, underpinning roughly $45B in issuance.
Built Deutsche Bank’s U.S. Basel III SSFA model used for RWA and capital reporting.
Originated and structured $100M+ in private debt financing opportunities for lenders and investors.
Identified and corrected multi‑million bond payment misallocations, improving investor reporting accuracy.
Led and mentored a 16‑person modeling team delivering complex waterfalls and tranche analytics for major banks.
Validated waterfalls, tranche behavior, and governing documents for agency and private‑label deals supporting AUP engagements.
Advised Big Four, GSEs, and top banks including Fannie Mae, Freddie Mac, Goldman Sachs, Morgan Stanley, and Wells Fargo.
Experience
Structured Finance Transaction Execution Consultant — Big Four Advisory Teams · Expert in Finance LLC
Oct 2021–Present · New York, NY
Executed ABS/RMBS/CMBS securitizations for Big Four teams, building and validating waterfalls, interpreting documents, and leading collateral and tranche analytics through closing.
