ABS Portfolio Manager – European Retail Bank
This is a new role to the group as the team has recently re-organized and needs someone to work on the 6Billion Euro Portfolio. The role will see you work in a team of 3 being the lead Portfolio Manager at Director level.
The portfolio is responsible for Asset Backed Securities in Europe and US and has a portfolio of over 180 names. These products range from basic to highly structured assets which means the oncoming Portfolio Manager should have the expertise to build and execute his own Quantitative models. The role is for someone who has previously been managing their own portfolio and who has been involved in liaising with clients. The role is challenging and demanding from day one as you will be the point of contact for all client queries alongside being responsible for the risk and outcome of the portfolio.
Core skills and your responsibilities for this position include:
- Conducted sole analysis of ABS, CMBS, and RMBS credits utilising and developing techniques including quantitative loan-level modelling, macro-economic factor analysis, sensitivity analysis, derivative valuation and structure-specific analysis.
- Preparing detailed reports to support valuation methodology
- Developing and building quantitative models to complement modelling tools in research and analysis.
- Managing risk exposure of the European securitized products book.
- Ensuring client portfolios are managed within specified risk parameters as set out in the mandates.
You will be responsible for building up cash-flow models and other analytics to structure and price RMBS, and Consumer Loan ABS . The ideal candidate will therefore have worked in a similar group, ideally managing a Legacy portfolio or is heavily involved in the portfolio.
This role is at Director level as the responsibilities of managing this portfolio is significant and real. As a result the compensation is highly competitive.
Please apply directly to apply.a33hoj19yk@selbyjennings.aptrack.co.uk in word format. Your CV will be treated with upmost confidence.
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