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Credit & Risk Management
Leading Global Bank seeking a Structured Finance Securitisation Credit Risk Officer to join their office in Paris.
Deal screening, detailed review and monitoring of Securitisation Finance lending facilities. A deep understanding of the structures, the assets and the embedded risks and structural mitigants across various EMEA legal jurisdictions is critical. Asset classes range from auto loans, residential mortgages, consumer credit, credit cards, etc.
Review of structured securities funding facilities including Repo and Total Return Swap structures
Acting as an interface / SME between counterparty credit officers and the business to set appropriate limits, haircuts and margins as required
Skills/ Experience required
Experience of reviewing many structured transactions including asset based lending facilities and derivatives facing securitisation vehicles. The role also requires deep knowledge of counterparty risk measurement, and metrics (expected exposure, etc.) and the ability to factor in non-credit specific issues such as capital and accounting treatment into their risk decisioning
Deep knowledge of products such as Intex/rating agency models or an understanding of internally developed cashflow models used to review securitisation structures.
Excellent software skills including Excel, Bloomberg
Experience of discussing transactions with a front office deal team and negotiating structural points accordingly
Self-aware - be a standout colleague
Able to collaborate with Structuring, Trading, Marketing and front office staff as well as other risk support organisations
CFA, MBA or similar
Formal credit training
You will have held credit approval authority in a prior role
Be conversant with key macro issues affecting the banking industry including new Basel rules, IMM, changing regulatory environment etc.
Languages required: English and French. Other languages desired: Italian, Spanish or German
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