The role is balanced between credit risk analysis, credit ratings and credit risk modelling and will require a very strong understanding of residential mortgages, equity release mortgages and structured finance credit risk modelling.
Evaluating and challenging existing and new investments proposed from a risk perspective with a focus on structured assets. The role focuses as much on new investments as on monitoring the portfolio, which involves performance reporting as well as risk management recommendations.
Monitoring and assigning internal credit ratings, developing and maintaining internal credit methodologies and rating models.
Presenting well-structured credit risk and rating recommendations to senior management.
Developing and maintaining strong relationships with key internal and external stakeholders including the asset and trading origination team, the risk team or senior management.
Skills and experience required:
Minimum of 2-3 years of rating agency experience or similar in structured finance, with experience in residential mortgages, equity release mortgages and RMBS.
Strong analytical skills and attention to detail with a high level of proficiency in Excel/VBA and excellent financial modelling skills.