Location: Milan (EMEA)

About Verdant Rock

Verdant Rock Limited is a Bermuda-based insurer, regulated by the Bermuda Monetary Authority as a Class 3B insurer and rated BBB+ (Stable) by Fitch Ratings and A (low) by Morningstar DBRS. It issues irrevocable, unconditional, on-demand financial guarantees on emerging-market debt exposures, designed to qualify as eligible credit protection under Basel III and Solvency II, for the agevolazioni of institutions globally. The Structuring team screens, structures and prepares for underwriting the transactions Verdant Rock guarantees.

Role Overview The Vice President will structure ABS and SRT guarantee transactions end to end, from initial analysis through structuring to a credit paper ready for underwriting.

Working within the Principal's team, the role carries responsibility for portfolio data analysis, loss and capital modelling, day-to-day coordination of the deal team and early escalation of issues that affect credit quality.

Key responsibilities

▪ Support the Principal in screening securitisation and SRT opportunities and prepare the initial assessment of each.

▪ Analyse loan-level data tapes: stratifications, static and dynamic pool performance, vintage default and recovery curves.





▪ Build cash-flow and tranche loss models and run stress scenarios across the capital structure.

▪ Prepare regulatory capital calculations to evidence capital relief for the protected institution.

▪ Draft term sheets, structuring proposals and credit papers for Underwriting.

▪ Review protection agreements, eligibility criteria and reporting provisions with legal counsel, and interpret servicer, data verification and legal due diligence reports.

Qualifications and experience

▪ Six to ten years' experience in securitisation, SRT or structured credit at a bank, rating agency, arranger or credit fund.

▪ Direct involvement in executed ABS, RMBS or SRT transactions.

▪ Mastery of financial modelling, transaction structuring and security packages.

▪ Ability to interpret legal, servicer and data due diligence reports.

▪ Strong quantitative skills: Excel essential; Python, R, SQL or Intex an advantage.

▪ Working knowledge of the Basel securitisation framework and SRT requirements.

▪ Fluency in English; other languages are an advantage.

Desirable

▪ Exposure to emerging markets.

▪ Rating agency structured finance experience.

📌 Vice President, Structuring Credit (Italia)
🏢 Verdant Rock
📍 Italia