Director - Securitization Analytics

Research, develop and implement financial models to value and assess risk of structured products across traditional and non-traditional asset classes.,Develop internal rating methodologies and write risk criteria papers.,Manage criteria & model validation process and remediate findings.,Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments.,Incorporate research to improve model calibration and performance.,Redesign processes to improve credit risk management, measurement, and monitoring.,Analyze business activities and credit risk of investments.,Ensure compliance with credit risk management policies and procedures.,Direct and mentor junior team members.

Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics.,8+ years in an analytical, modeling or quantitative role within financial services or consulting.,Experience in securitization across multiple asset classes, preferably in esoteric / non-traditional (e.g., aviation, container, data center, NNN, solar lease).,Knowledge of traditional ABS/RMBS is also valuable.,Advanced Excel skills.,Self-starter, able to work independently and collaboratively.,Ability to multi-task, manage competing priorities, and drive results.,Ability to discern insights from data/model output and communicate them effectively.,Strong interpersonal skills and clear communication of analytical and technical concepts.,CFA, FRM, or Graduate degree in a relevant field (preferred).,Credit experience in an adjudication, research, rating, underwriting or similar role (preferred).,CRE, CMBS, or corporate/infrastructure experience (preferred).,Experience with data analysis and data preparation/management (preferred).

Bachelor's Degree (quantitative field), Graduate Degree (preferred)