Executive Director/Director Securitisation Portfolio
Responsibilities:
* Manage a portfolio of legacy structured credit transactions with specific focus on fundamental credit valuation and monitoring of CMBS transactions.
* Identify and implement portfolio optimisation and workout strategies.
* Work as part of an effective global team to support the surveillance, analysis and reporting of the transactions.
* Selectively execute portfolio measures to reduce risk and/or size.
Pricing and Valuation
* Active participation in developing, enhancing and documenting current credit / fundamental valuation methods.
* Responsible for the creation, documentation and justification of modelling assumptions and input parameters for valuation. Perform at least quarterly valuations in line with agreed valuation methodology and document results
Surveillance and Reporting
* Continuously monitor the development of individual portfolio transactions and the CMBS market in general
* Actively contribute to regular and ad hoc reporting on the entire structured credit portfolio and specific deals.
Asset Management
* Utilise ongoing surveillance to determine and analyse active portfolio measures to reduce risk and enhance final recovery
* Summarise active measures in concise briefing notes and submit for approval
* Efficiently implement active measures in line with the mandate and report effects accordingly
* Execute asset sales where economically sensible and within the defined framework
The successful candidate will have demonstrable experience in European CMBS transactions.
* CMBS: Good understanding of European CMBS transactions and the driving risk factors.
The successful candidate will manage the CMBS team reporting to the MD of the team
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