ABS Financing & Securitisation, AVP/VP

Job purpose

Work across EMEA with financial institutions, fintechs, PE firms, hedge funds, governments. and corporates to originate, execute and close public and private securitisations of financial assets and provide asset advisory services.

Job background/context:

Within the International Residential Finance ABS Financing & Securitisation Team in Spread Products.

Key Responsibilities:

• Originate and execute securitisation and advisory roles across multiple asset classes (e.g. SME Loans, Consumer Loans, Auto Loans and Leases,  Credit Cards, Residential Mortgages)

• Working with and organising large databases

• Modelling expected loss and asset values

• Putting together presentations

• Work in close partnership with internal control functions such as Legal, Compliance, and Risk to ensure appropriate governance and controls

• Negotiating tranching levels with rating agencies

• Working with lawyers in documenting a transaction

• Working with partners across Citi to develop new clients

• Assist in development of securitisation in new asset classes and new jurisdictions

Development Value:

• Ability to develop credit knowledge and execute transactions around multiple asset classes, including Auto Loans, Consumer Unsecured Loans, SME Loans, Residential Mortgages

• Ability to develop broad based internal relationships due to multi-disciplinary approach

• Opportunity to develop specific client origination relationship responsibilities

Required Skills and Experience:

• Bachelors University degree or higher

• This is not an entry level role, structured finance experience is needed

• Knowledge of Rating Agency processes

• Strong interpersonal skills and ability to build relationships both internally and externally

• Strong analytical skills, knowledge of VBA and/or python is a plus

• Ability to work with and manage different stakeholders

• While speaking an additional European language is not mandatory, it is helpful 

Candidates applying for this role must be aware that it is a Certified Role, subject to the Certification Regime. The Certification Regime is one element of the Individual Accountability Regime which has come into effect on 7 March 2016. Under the Certification Regime, certain Citi entities must ensure that employees working in certain roles categorised as specified significant harm functions (Certified Roles) are assessed as fit and proper to carry out their role.

Under the guidance provided by the FCA and PRA, firms should have regard to the following when assessing fitness and propriety:

• Honesty, integrity and reputation

• Financial soundness

• Competence and capability

In order to comply with the requirements of the Certification Regime, certain Citi entities must take reasonable care to ensure that an employee does not perform a Certified Role without first being certified as Fit and Proper. For this reason, you will be assessed for this role against the Fit and Proper requirements, as described above. This assessment will be carried out through extensive interviews, self-disclosures, permitted criminal record checks, reference checks, credit checks and other background checks. If hired for this role, you will also be required to complete an annual declaration regarding your Fitness and Propriety.

By submitting your application, you acknowledge that you have read the information above and that you are applying for a Certified Role. You also agree to Citi carrying out any additional screening required, including permitted criminal record checks, reference checks, credit checks and any other background checks.

Citi is an Equal Opportunities Employer