Credit Risk Management - Asset Finance

Credit Risk Management- Asset Finance

- Conducting and documenting credit analysis for initial, annual and interim reviews of Asset Finance counterparties and credit facilities

- Reviewing Asset Finance / ABS cash flow models including inputs and outputs; recommend modelling assumption changes for appropriate stresses

- Determining and assigning appropriate credit limits and internal risk ratings

- Preparing written reports to communicate the results of the analysis conducted

- Monitoring and reporting on credit limits, exposures and portfolio characteristics

- Determining appropriate credit terms to be included in legal documentation

- Participating in client due diligence meetings and calls

- Representing CRM in meetings with Front Office, Legal and Compliance, Treasury, etc.

- Tracking loan covenants, deterioration of credits, excessive concentrations of risk and asset performance concerns

- Mentoring junior team members

- Assisting with market and other ad hoc analyses

Skills Required:

Essential:

- Experience with Structured Products, Real Estate and/or Risk Management, particularly in structuring, rating or analyzing Asset Finance or ABS credits

- Experience with Asset Finance and ABS models such as Intex or similar products

- Proficient with Word, Excel, PowerPoint

- Strong communication skills

- Exceptional writing skills and English language proficiency, as all CRM reports are prepared in English

Desirable:

- Experience at a major investment or global commercial bank

- ABS and/or RMBS/CMBS market knowledge

- Familiarity with regulatory issues and concerns relating to asset-backed lending