Role details

Senior Risk Analyst - Structured Finance

London   •   £60,000 - £80,000   •  Permanent

Bullet points

  • Developing the regulatory framework around securitisation processes
  • Review regulatory processes around deal structuring

About Our Client

Financial Services Client

Job Description

Be a primary contact for the Structured Finance team relating to securitisations and to covered bonds

Be required to handle and manage a wide range of transaction specific, portfolio specific, firm specific and cross-firm information

Be required to develop bespoke methods of analysis and to develop the methodology and modelling required for such analysis

Conduct Asset Quality Reviews of firms' securitisation and covered bonds holdings

Analyse the impact of structured finance techniques on capital profiles, including the review of risk-weighted asset (RWA) management through Significant Risk Transfer (SRT) and reviews of Large Exposures to connected counterparties relating to structured finance and to covered bonds

Analyse the impact of structured finance techniques on liquidity profiles, such as maturity transformation structures and the impact of securitisation funding on liquidity buffers

Analyse the impact of structured and secured financing techniques on asset encumbrance profiles and consequent impact on recovery and resolution

Monitor market developments for innovations and emerging risks, including the development of esoteric or complex structures created for capital management

The Successful Applicant

Fully understand the principles of structured finance and have extensive experience in one or more structured finance asset categories, for example RMBS, CDOs and CMBS. Additional jurisdictional expertise is also desirable, for example of the U.S. or UK securitisation markets

Have strong technical and analytical skills, not only with the ability to understand, monitor and prioritise the prudential risks inherent across a range of products, but also the ability to develop complex but appropriate analytic models and techniques

Have a good understanding of the regulatory framework around securitisation, including capital requirements, significant risk transfer, liquidity standards and large exposures, both for banks and for insurance companies is also desirable

Lead major workstreams and will be expected to assign tasks to and managing the workflow and output of more junior members of the team

Lead cross-team and cross-division workstreams and to take a leading role in managing internal and external meetings. The candidate will also be expected to mentor more junior members of the team

What's on Offer

Competitive basic salary and benefits package. Permanent role.

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Click the Apply or LinkedIn button below or contact Tim Barnett on +44 207 776 5926 quoting job reference 13765377
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