Credit Portfolio Manager - Securitization, Director
Core
Director-level role managing enterprise credit risk for Mizuho's ABS and Securitization portfolio, including stress testing, limit setting, and collateral performance monitoring.
Role type
Director, Credit Portfolio Manager (Securitization)
Builds
Risk monitoring frameworks, stress test scenarios, and compliance reports for senior management and regulators.
Domain
Banking / Structured Finance / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
ABS product analysis, structured finance deal modeling, legal documentation interpretation, financial covenants monitoring, capital structure cash flow modeling, portfolio stress testing, risk metrics analysis, scenario analysis, Excel/VBA programming, Moody's/Intex platform experience
Preferred skills
Programming and transaction modeling skills using Excel and VBA, experience with Structured Finance deal modeling solutions such as Moodys or Intex
Technologies
Excel, VBA, Moody's, Intex
Responsibilities
Evaluate and monitor risk characteristics of Securitization funding facilities; Develop and execute ongoing monitoring plans on private ABS transactions; Review legal documentation for financial covenants and deal structure; Assess risk in complex structured transactions and monitor underlying collateral performance; Establish portfolio limits through stress testing and scenario analysis; Provide risk metrics and analytical support for securitization facilities backed by various asset classes; Generate reports for senior management and regulators; Work with deal and data teams on database/technology automation solutions
Seniority
Director, hands-on IC with strategic oversight