Description
We are seeking a Credit Risk Analyst to perform risk analysis of proposed asset securitization facilities requiring Barclays commitment for internal books or for underwriting for distribution in the financial markets.
The successful candidate will review proposals, liaise with deal teams, and conduct client engagement due diligence reviews to identify and analyse key risks in the proposals. They will recommend compensating controls, review transaction structures and related documentation, and assess models and model assumptions.
Key responsibilities include:
- Ownership of the quality, accuracy, robustness, and timeliness of the credit risk analysis paper
- Credit sanctioning and approval of US ABS warehouse facilities and securitised products
- Performing transaction due diligence, including management meetings and collateral verification processes
- Ongoing surveillance of the US ABS portfolio
- Portfolio stress testing and risk appetite monitoring
- Regulatory engagement with bodies such as the FRBNY and PRA
The ideal candidate will have expertise in credit risk analysis of asset-backed transactions in a senior decision-making capacity, either with a rating agency, other large banks, or large institutional ABS investors. Demonstrated leadership in risk management at a large institution is also essential.
The current hiring range for this position is: 200,000 - 245,000 - 290,000 USD Annual