Director, Securitization

JCW Group; New York (NY); Presencial; USD 180 000 - 260 000; Tempo integral

Resumo da oferta

JCW Group clients include a globally recognized investment bank seeking a Director of Securitization to own credit risk management for a broad ABS portfolio across consumer, commercial, and esoteric assets. You will lead risk strategy and monitoring, reporting to senior risk management.

The role emphasizes hands-on securitization analysis, legal-structure review, and development of risk tools with a direct line to the Head of Credit. Seniority requires extensive ABS experience.

Qualificações

• 8+ years of credit risk analysis experience in ABS.
• Deep understanding of asset origination, servicing, and ABS financing markets.
• Experience with structured finance deal modeling and legal structures.

Responsabilidades

• Evaluate and monitor risk across securitization facilities, building out tools with Front Office and Credit Risk.
• Develop ongoing monitoring plans for private ABS transactions using cash flow modeling and stress testing.
• Review legal docs to ensure accurate implementation of covenants, triggers and deal structures in risk models.
• Set portfolio limits via stress testing, oversee risk model development and produce metrics for senior management and regulators.

Conhecimentos

Credit risk analysis

ABS products

Securitization

Ferramentas

Moody's

Intex

Descrição da oferta de emprego

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