PGIM Credit, Asset Backed Finance Surveillance Director
Core
Conduct surveillance of Asset Backed Finance (ABF) assets, tracking transaction performance, analyzing collateral trends, and escalating anomalies to inform portfolio reviews.
Role type
Senior IC credit surveillance specialist (securitized products)
Builds
Automated surveillance coverage and standardized issuer reporting packages for the ABF platform
Domain
Asset Management / Securitization / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Deal-level and loan-level performance monitoring, securitized products analysis, transaction event interpretation, data integrity verification, programming, data visualization, AI system building, Bloomberg, Intex
Preferred skills
None explicitly stated
Technologies
Bloomberg, Intex, AI, Python (implied by programming requirement)
Responsibilities
Monitor ABF transactions against underwriting assumptions; track collateral performance trends; interpret transaction events (amendments, restructurings); produce surveillance summaries; partner with tech teams to improve automated coverage; identify and escalate data-integrity anomalies
Seniority
Senior, hands-on IC