PRI Technology · 7 hours ago
Quantitative Analytics (Securitization / Structured Finance)
PRI Technology is seeking a Director with strong modeling skills and direct securitization experience to lead the development of complex models and methodologies. This role involves shaping modeling standards and contributing to deal execution and credit risk assessment across various structured finance asset classes.
Responsibilities
Research, develop and implement financial models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes
Develop internal rating methodologies with input from internal stakeholders and write risk criteria papers that document model assumptions and analytical framework. Manage criteria & model validation process and remediate findings
Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments with risk managers and the business. Incorporate research to improve calibration and performance of models and criteria
Redesign processes to improve how credit risk is managed, measured and monitored across the bank's exposures
Analyze business activities and credit risk of investments on the organization. Ensure compliance with credit risk management policies and procedures, limits, and guidelines
Direct the work of junior team members. Provide constructive coaching and mentoring to support talent development and ensure timely execution of team goals
Qualification
Required
Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics
8+ years in an analytical, modeling or quantitative role within financial services or consulting
Experience in securitization across multiple asset classes, preferably in esoteric / non-traditional (e.g., aviation, container, data center, NNN, solar lease). Knowledge of traditional ABS/RMBS is also valuable
Advanced Excel skills. Knowledge of a programming language is helpful
Self-starter who can work independently and collaborate well in teams. Multi-tasker who can manage competing priorities and drive results
Ability to discern insights from data/model output and tell the story behind the numbers
Interpersonal skills and strong communicator who can explain analytical and technical concepts to internal and external stakeholders. Ability to write with clarity
Preferred
CFA, FRM, or Graduate degree in a relevant field
Credit experience in an adjudication, research, rating, underwriting or similar role
CRE, CMBS, or corporate/infrastructure experience
Strong programming abilities (Python, R, VBA, or similar)
Experience with data analysis and data preparation/management
Company
PRI Technology
IT Staffing Solutions - Experience the Difference Working With Professionals That Understand Your Information Technology Needs and the Importance of Managing Your Costs! PRI Technology, a division of Perennial Resources International, is a full service Information Technology staff augmentation and executive search firm comprised of high performing industry professionals focused on your success.