Assistant Vice President, European Structured Finance, Consumer & Corporate Securitisation Ratings (ABS Analyst, Asset-Backed Securities)

Morningstar DBRS is seeking a highly motivated individual to join its European Consumer & Corporate Securitisation team at the level of Assistant Vice President (AVP) as a lead analyst for Morningstar DBRS rated transactions and conduct all the activities required to assign and/or maintain credit ratings of ABS and/or Structured Credit transactions in Europe and, to a lesser extent, in Asia Pacific (APAC).

Requirements

• Act as the lead analyst, manage and/or coordinate and oversee other lead analysts conducting the process of evaluating credit risk and assigning credit ratings in the ABS and CLO sectors, while adhering to the relevant rating methodology.
• Review transaction amendments if required.
• Apply Morningstar DBRS' credit rating methodologies and analytical tools.
• Analyse the cash flow structures of ABS transactions using Morningstar DBRS' cash flow tools and Intex.
• Analyse performance trends of existing transactions for relevant research.
• Review and/or support or coordinate the review of transaction legal documentation, memoranda, transaction summaries or presentations in conjunction with Morningstar DBRS' methodologies.
• Contribute the review, development and/or interpretation of Morningstar DBRS' methodologies and criteria.
• Draft, contribute to, review and/or finalise analytical documentation for both internal and external use, such as discussion papers/memoranda, rating reports, press releases, research commentaries, presentations and industry reports under supervision of lead analysts.
• Participate in reviews of originators, servicers and/or other relevant parties with operational risk analysts.
• Assist with the publishing workflow, including regulatory disclosures.
• Appropriately delegate and/or oversee the completion of tasks.
• Coach, train and mentor junior staff.
• Adhere to compliance, regulatory and company policies and procedures.

Benefits

• Flexible work environment