Overview
In this role you will serve as a strategic advisor to coverage and product teams, deploying balance sheet capacity with discipline, speed, and governance. You translate portfolio dynamics, capital considerations, and market signals into practical structuring recommendations to improve execution and capital efficiency. You will collaborate across banking coverage, product, portfolio management, treasury, funding, and credit risk in a fast-paced, execution-focused culture. This is an opportunity to shape lending decisions and optimize risk-adjusted returns at scale.
Responsibilities
- Advise deal teams on lending structure, capital efficiency, pricing considerations, and capacity deployment across credit products
- Translate regulatory capital and leverage considerations into practical, deal-level structuring recommendations
- Apply portfolio constraints to client strategy, product positioning, and approval planning
- Synthesize portfolio trends, concentrations, and emerging credit signals into forward-looking priorities
- Recommend actions to grow, slow, re-underwrite, or reposition exposures based on portfolio, client, and revenue considerations
- Partner with coverage, product, portfolio management, treasury, funding, and credit risk teams to align decisions to shared priorities
- Prepare clear, decision-ready materials for underwriting forums, credit committees, and limit discussions
- Set capacity priorities that guide limit setting, approval sequencing, and committee positioning
- Translate portfolio insights into hedging priorities and exposure actions, and coordinate with relevant partners to support execution
- Use advanced analytics to accelerate structuring analysis, scenario review, and portfolio surveillance
- Define scalable standards, tools, and training that improve consistency of execution, and mentor junior professionals
Key requirements
- Demonstrated experience in credit markets, lending, capital strategy, or portfolio management within a large financial institution
- Working knowledge of UK and international bank capital and leverage frameworks and how they affect lending structures and returns
- Ability to translate regulatory and capital constraints into deal-level and portfolio-level actions
- Strong credit risk analytics skills, including interpreting portfolio performance, concentrations, and early warning signals
- Hands-on experience with large, complex datasets to generate actionable insights
- Ability to communicate clearly with senior stakeholders across coverage, product, treasury, and credit risk
- Familiarity with credit and interest rate hedging concepts and common risk management instruments
- Clear, credible communication with senior stakeholders
- Collaborative and execution-oriented mindset
- Mentorship and leadership of junior professionals
- Credit risk analytics
- Portfolio management and surveillance
- Advanced analytics and data-driven decision making
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