VP, Portfolio Management, QSG

Responsibilities

• Credit Evaluation
• Develop and maintain analytical and statistical frameworks to evaluate collateral pools
• Form views on key pricing assumptions (e.g., prepayment speeds, default/loss curves)
• Maintain and update assumption sets based on realized performance
• Work hands-on with large loan-level datasets using Python and SQL to build analytical frameworks that evaluate collateral performance, identify risk concentrations, and inform assumption-setting across the portfolio
• Build and maintain detailed cash flow models to project expected returns, losses, and structural outcomes under base, upside, and stress scenarios
• Evaluate deal structures, waterfall mechanics, triggers, credit enhancement levels, and subordination to assess current and projected credit risk
• Valuation Allowance
• Serve as the team's primary liaison to Valuation/Risk/Accounting teams during the quarterly valuation allowance process
• Work with valuation teams to ensure appropriate quarterly reserving, incorporating the latest asset performance into existing structures
• Ensure that latest collateral performance data, updated cash flow projections, and revised assumptions are accurately reflected in valuation models and reserve estimates
• Partner with other functions within CSG and across the bank to ensure consistency in assumptions, methodologies, and market intelligence used across the group
• Investment Reporting
• Work closely with CSG teams to provide quantitative and analytical insights across existing investment positions and structured credit transactions
• Partner with technology and data teams to automate reporting pipelines and workflows, reducing manual processes and improving turnaround times
• Identify positions where realized performance is meaningfully diverging from underwriting and escalate with actionable context

Qualifications

• Bachelor’s degree or higher in finance, economics, math, computer science or any related quantitative/analytical field
• 5+ years of direct experience in Structured Finance (ABS/MBS), Securitizations, or Private Credit markets is required. Prior experience at an Originator, Asset Manager, Investment Bank, or Rating Agency preferred
• Proficiency in advanced excel & programming is required. Hands-on experience in Python & SQL is critical for success in this role
• Deep expertise in building and maintaining structured credit cash flow models - waterfalls, triggers, tranche structures, and collateral analysis
• Ability to build and automate analytical workflows, data processing pipelines, model runs, and reporting tools using Python
• Foundational understanding of statistical methods (logistic/linear regression, classification, machine learning) to enhance collateral analysis and inform forward-looking risk assessments
• Excellent communication and presentation skills - ability to distill complex analytics into clear, persuasive narratives for both internal stakeholders and external counterparties
• Builder's mentality - someone who doesn't just use existing tools but actively seeks to improve how the team works by introducing new technologies, frameworks, and AI-driven efficiencies
• Detail-oriented with strong organizational skills and a proactive, ownership-driven mindset

Pay

Salary Range: $200,000.00 - $250,000.00