PGIM Credit, Asset Backed Finance Surveillance Director
Core
Conduct surveillance of Asset Backed Finance (ABF) assets, monitoring transaction performance against structural features and underwriting assumptions, and escalating anomalies.
Role type
Senior IC surveillance director (securitized products)
Builds
Automated surveillance coverage and standardized issuer reporting packages
Domain
Asset Management / Securitization / Credit Risk
Deliverable
production ML models
Required skills
Securitization product analysis, deal-level and loan-level monitoring, transaction event interpretation, data visualization, programming, AI system building, credit impact analysis, fraud detection
Preferred skills
Intex and Bloomberg proficiency, stakeholder communication, cross-functional collaboration
Technologies
Bloomberg, Intex, AI/ML frameworks
Responsibilities
Monitor ABF transactions at the deal and loan level; track collateral performance trends; interpret transaction events (amendments, restructurings); produce surveillance summaries; partner with technology to improve automated coverage; identify collateral-integrity or cash-reconciliation anomalies.
Seniority
Senior, hands-on IC