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
Director, Securitization in new york at Unknown Company
This position is listed as full time and onsite.