Credit Risk Analyst
New
Remote first - work from anywhere in the US & CAN!Full-TimeMiddle
SalaryOpportunity for incentive compensation
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Job Details
- Experience
- 3–6 years
- Required Skills
- PythonR
Requirements
- 3–6 years of experience in credit risk, structured finance, leveraged finance, or asset-backed lending.
- Direct credit-underwriting experience including PD/LGD modeling, loss-curve and vintage analysis, and stress testing.
- Hands-on exposure to direct lending, warehouse facilities, ABS/CLO structuring, or securitization.
- Strong grasp of legal and structural credit concepts like SPV formation, bankruptcy remoteness, and waterfall mechanics.
- Experience in portfolio monitoring, including delinquency tracking and covenant compliance.
- Ability to build or maintain quantitative risk models in Python or R.
- Exceptional written and verbal communication skills for presenting analysis to non-credit stakeholders.
Responsibilities
- Underwrite institutional and on-chain credit relationships and build/own credit models for RWA assets.
- Perform due-diligence for new credit and asset-issuer relationships, including protocol reviews and legal structure analysis.
- Establish credit guardrails including rate floors, maximum terms, and concentration limits.
- Partner with Capital Markets to structure term sheets, covenants, and advance-rate schedules.
- Monitor portfolio health including borrower financials, covenant compliance, and delinquency trends.
- Conduct stress tests to validate structural protections under tail conditions like funding-rate shocks or correlated defaults.
- Maintain on-chain risk parameters such as supply caps and LLTV settings.
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