Director, Securitization

Our client is a globally recognized investment bank with a large, diversified Commercial and Investment Banking presence. The credit risk team is seeking a Director of Securitization to support their continued expansion within the securitization platform.

This is a rare opportunity for a senior ABS/securitization credit professional to take ownership of a high-visibility portfolio spanning consumer, commercial, and esoteric asset classes, working directly with the Head of Credit on strategy that reaches senior risk management and regulators.

The Role:

You will own credit risk management and ongoing monitoring for a broad portfolio of private ABS and securitization funding facilities, from collateral analysis through capital structure modeling and firmwide stress testing and risk reporting.

Key responsibilities include:

• Evaluate and monitor risk characteristics across a portfolio of securitization funding facilities, partnering with Front Office and Credit Risk to build out quantitative and analytical tools
• Develop and execute ongoing monitoring plans on private ABS transactions using financial analysis and capital structure cash flow modeling, including portfolio stress testing
• Review legal documentation to ensure accurate implementation of financial covenants, trigger events, priority of payments, and deal structure within risk models
• Set portfolio limits through stress testing and scenario analysis, oversee risk model development and loss assumptions, and generate metrics for senior management and regulators

What We're Looking For

• 8+ years of credit risk analysis experience in ABS products, with a demonstrated understanding of asset origination, servicing, and ABS financing markets
• Significant, hands-on experience with structured finance transactions, securitization collateral analysis, deal modeling, and legal structures
• Prior use of structured finance deal modeling platforms such as Moody's, Intex, or comparable portfolio risk platforms