Job Purpose
This is a strategic front office position providing structuring and analysis support for further growth of SPDA-SSG (Securitisation Group) business platform / product suite across Asia Pacific. SPDA-SSG covers structured credit products such as securitization and bond business utilizing special purpose vehicle (SPV) platforms and related structures, with exposure to multiple financial products including securities, structured products and derivatives in addition to loans.
Job Responsibilities
- Assist with new product / new business development, prepare credit applications, market research.
- Independently prepare or review sophisticated excel-based financial models for new transactions, products and structures.
- Independently evaluate, analyse and manage credit risk and related risks in transactions and asset portfolios.
- Harness technology to develop and implement new products, processes and systems to enhance business platform and working practices in the Group in support of new business development.
- Support execution of securitisation and other structured finance transactions within the Group’s remit.
- Support other strategic initiatives and perform other tasks as required/defined from time to time.
- Support Group's business planning, which includes decision/ managing of profit budget targets and KPIs.
Job Requirements
- Bachelor’s or post-graduate level degree (e.g. in Finance, Financial Engineering, Engineering, Computer Science, Science)
- At least 10 years’ working experience in financial markets, with exposure to quantitative analysis, asset-backed securities or structured finance and derivatives.
- Familiarity with broad range of structured products including ABS, CLOs, CLNs, CDS, repacks, synthetic structures, derivatives including CCS, IRS & balance guarantee swaps.
- Knowledge of rating agency criteria, Bloomberg highly desirable.
- Advanced excel skills; ability to independently prepare sophisticated financial / cashflow models from scratch.
- Familiarity in managing large financial data sets for quantitative analysis / detailed scenario testing to support product structuring and development, portfolio construction. Knowledge of portfolio credit analysis tools such as Rating Agency models, e.g. S&P’s CDO Evaluator, Moody’s CDOROM.
- Demonstrable interest in structured finance; interest in financial product development and technology. Flexible, pro-active team player with entrepreneurial / can-do attitude.
- Proficiency in Japanese is advantageous as this role needs to create reportings to related departments and to liaise with Head Office in Japanese.
