Structured Finance Credit Risk
Core
Senior Vice President leading underwriting and risk management for Securitization Warehouse facilities, ABS asset classes, and Private Credit/Direct Lending portfolios.
Role type
Senior Vice President, Structured Finance Credit Risk
Builds
Securitization Warehouse facilities, ABS assets, Secured Lending Facilities, BDC Revolving Credit Facilities, and Private Credit/Direct Lending portfolios
Domain
Banking, Structured Finance, Private Credit
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Securitization warehouse underwriting, ABS asset class analysis, Secured Lending Facility structuring, BDC Revolving Credit Facility underwriting, Private Credit/Direct Lending portfolio analysis, Borrowing base structure assessment, Advance rate determination, Eligibility criteria definition, Concentration limit management, Structural protection evaluation, Collateral pool analysis, Transaction mechanics evaluation, Waterfall structuring, Trigger analysis, Covenant framework design, Margining framework implementation, Amortization feature structuring, Stress testing, Scenario analysis, Emerging risk identification, Concentration issue detection, Structural vulnerability assessment, Credit policy compliance, Regulatory compliance, Senior management presentation, Credit committee presentation, Underwriting framework enhancement, Risk methodology development
Preferred skills
Advanced degree in Finance/Economics/Business, CFA certification, FRM certification
Technologies
N/A
Responsibilities
Lead underwriting of Securitization Warehouse facilities across multiple ABS asset classes; Underwrite Secured Lending Facilities and RCFs to BDCs and private credit platforms; Assess borrowing base structures, advance rates, eligibility criteria, concentration limits, and structural protections; Analyze collateral pools and direct lending portfolios at the asset and portfolio levels; Evaluate transaction mechanics including waterfalls, triggers, covenants, margining frameworks, and amortization features; Oversee ongoing monitoring of warehouse and private credit exposures; Conduct stress testing and scenario analysis on asset pools and direct lending portfolios; Identify emerging risks, concentration issues, and structural vulnerabilities; Ensure compliance with internal credit policies and regulatory requirements; Present credit recommendations to senior management and credit committees; Contribute to enhancement of underwriting frameworks and risk methodologies; Serve as subject matter expert on securitization warehouse and BDC lending risk; Support strategic expansion of structured finance and private credit activities
Seniority
Senior Vice President, hands-on IC with strategic influence