Investment Risk AVP - ABF

Selby Jennings; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Selby Jennings is recruiting an AVP in Investment Risk to join a data-driven risk analytics team in New York or Los Angeles.

The role focuses on improving risk tooling, dashboards, analytics, and models across Asset Based Finance investments, with exposure to ABS, Non-QM RMBS, and private ABF deals. You will partner with PMs and deal teams to steer portfolio construction and risk decisions.

Qualifications

• 4–8 years of experience in asset manager, ratings agency, or investment bank.
• Strong macro-level understanding of key risk and performance drivers in private, securitized, and structured credit markets.
• Expert knowledge of Specialty Finance ABS, Equipment/Aviation Finance ABS, Non-QM RMBS, Residential Non-QM Loans, and/or Private ABF Deals is strongly preferred.
• Prior experience communicating and partnering directly with PMs and investment teams, deal teams, and senior stakeholders in risk, quant analytics, and/or sales & trading
• Proficiency with SQL, Power BI, Excel, and preferably Python for data analysis and visualization

Responsibilities

• Improve risk tooling, dashboards, analytics, and models related to all Asset Based Finance investment teams across the firm.
• Partner with investment and deal teams to add value across the investment life cycle from a risk and data analytics perspective.
• Provide data-driven analysis and monitoring of current and prospective investments while supporting portfolio construction and investment decision making.
• Convey technical details to non-technical audiences and support risk management initiatives across securitized and structured credit products.

Skills

Python

SQL

Power BI

Excel

Job description

A leading Credit and Private Credit Asset Manager is currently hiring an AVP to join their Investment Risk team in New York or Los Angeles.

This is a newly created position in a well-established risk and quant risk analytics team. The hiring manager is looking for a risk analyst to improve risk tooling, dashboards, analytics, and models related to all Asset Based Finance investment teams across the firm. This opportunity will gain exposure to a variety of investment strategies across Specialty Finance (equipment, aviation and transportation, consumer), RMBS and Non-QM Securitized products, Fund Finance, and other Bespoke Private ABF deals.

This hire will partner with investment and deal teams to add value across the investment life cycle from a risk and data analytics perspective. The real value add is in data-driven analysis and monitoring of current and prospective investments while supporting portfolio construction and investment decision making. Outside of securitized and structured credit product knowledge, they are seeking someone with a broad skillset across investment analysis, risk management, and data analysis/data science to generate actionable risk and portfolio construction insights for the investment teams.

The ideal candidate has expertise in asset-backed/structured/securitized credit markets, proficiency in analyzing loan level and fund level data using Python/SQL/PowerBI or similar tools and technologies, and can easily convey technical details to non-technical audiences.

Requirements:

• 4-8 years of experience within an asset manager, ratings agency, or investment bank
• Strong macro-level understanding of key risk and performance drivers in private, securitized, and structured credit markets
• Expert knowledge of Specialty Finance ABS, Equipment/Aviation Finance ABS, Non-QM RMBS, Residential Non-QM Loans, and/or Private ABF Deals is strongly preferred
• Prior experience communicating and partnering directly with PMs and investment teams, deal teams, and senior stakeholders in risk, quant analytics, and/or sales & trading
• Proficiency with SQL, Power BI, Excel, and preferably Python for data analysis and visualization