RISK Securitisation-VP

Risk Securitisation – VP

Location: Mumbai / Bangalore
Experience: 15-20 Years

Role Overview

We are seeking an experienced professional to join the Risk Securitisation team as an Assistant Vice President (AVP). The role focuses on portfolio analytics, securitisation risk assessment, regulatory capital analysis, transaction surveillance, and strategic portfolio recommendations. The successful candidate will work closely with senior stakeholders to evaluate structured credit portfolios, assess risk exposures, and support decision-making through advanced quantitative analysis.

Key Responsibilities

• Analyze securitisation portfolios across multiple asset classes and structures.
• Perform portfolio construction, monitoring, and risk analysis activities.
• Conduct scenario analysis, stress testing, and macroeconomic impact assessments.
• Evaluate securitisation transactions, identifying key credit, structural, operational, and fraud-related risks.
• Support assessment of Significant Risk Transfer (SRT) transactions and capital relief structures.
• Develop cash flow models and portfolio analytics to assess performance under various stress scenarios.
• Review regulatory capital treatment under SEC-IRBA, SEC-SA, and SEC-ERBA frameworks.
• Prepare portfolio surveillance reports and risk recommendations for senior management.
• Translate complex portfolio analytics into concise business insights and actionable recommendations.
• Collaborate with Global Risk, Structured Finance, and Portfolio Management teams.

Required Skills & Experience

Mandatory

• Deep understanding of Securitisation and Structured Finance products.
• Strong knowledge of securitisation risks across various asset classes.
• Hands-on experience in portfolio analysis, surveillance, and risk assessment.
• Strong quantitative skills with expertise in cash flow modelling and stress testing.
• Understanding of regulatory capital methodologies:
  • SEC-IRBA
  • SEC-SA
  • SEC-ERBA
• Knowledge of SRT transactions and risk transfer mechanisms.
• Strong analytical and problem-solving skills.
• Excellent communication and presentation capabilities.

Preferred

• Experience within a Global Investment Bank or Large Asset Manager.
• Background in Credit Risk Analytics, Structured Finance, Surveillance, or Quantitative Risk.
• Exposure to asset allocation and portfolio optimization techniques.

Education

• CFA (preferred), CA, MBA Finance, or equivalent qualification.