Associate Director - Quantitative Analytics

Associate Director - Quantitative Analytics Full Time New York, NY (4 Days Onsite) Summary: SecuritizationAnalytics sits at the nexus of credit risk management and the securitization financing business, with a global mandate to enhance the franchise's methodology and modeling across deal structuring, credit risk, and monitoring. We are seeking an Associate Director with strong modeling skills, sound analytical judgment, and securitization experience. You will lead the development of complex models and robust methodologies, collaborate as a strategic partner with front office and credit risk colleagues, and serve as a subject matter expert on asset-backed securities.

This role offers the opportunity to shape modeling standards and contribute directly to deal execution and credit risk assessment across various structured finance asset classes, including digital infrastructure, renewable energy, transportation, consumer credit, real estate, and structured fund finance. If you are seeking a dynamic, collaborative environment where you will play an instrumental role in building a strong risk platform and driving growth, then this may be the role for you. Responsibilities: Research, develop and implement financial models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes.

Develop internal rating methodologies with input from internal stakeholders and write risk criteria papers that document model assumptions and analytical framework. Manage criteria & model validation process and remediate findings. Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments with risk managers and the business.

Incorporate research to improve calibration and performance of models and criteria. Redesign processes to improve how credit risk is managed, measured and monitored across the bank's exposures. Analyze business activities and credit risk of investments on the organization.

Ensure compliance with credit risk management policies and procedures, limits, and guidelines. Required Skills: Experience in esoteric asset securitization is preferred though a broader background in ABS or structured finance is highly relevant. Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics. 5 years in an analytical, modeling or quantitative role within financial services or consulting.

Advanced Excel skills. Knowledge of a programming language is helpful. Self-starter who can work independently and collaborate well in teams.

Multi-tasker who can manage competing priorities and drive results. Ability to discern insights from data/model output and tell the story behind the numbers. Interpersonal skills and strong communicator who can explain analytical and technical concepts to internal and external stakeholders.

Ability to write with clarity. Preferred Skills: CFA, FRM, or Graduate degree in a relevant field. Credit experience in an adjudication, research, rating, underwriting or similar role.

CRE, CMBS, or corporate/infrastructure experience. Strong programming abilities (Python, R, VBA, or similar). Experience with data analysis and data preparation/management. dam Planic Technology Recruiter PRI Technology P: 973.732.5454 x41 C: 917.572.1363 www.pritechnology.com