Structurer- Asset Backed Lending (RMBS & ABS) - In business - Portfolio Manager

Team/Role Overview

This role sits within the Spread Products EMEA Financing and Securitisation business. The Portfolio Manager will support the primary asset backed lending business with a focus on portfolio management, monitoring, controls, execution, and cross functional collaboration across Structuring, Risk, Finance, and external stakeholders.

What you'll do

• Conduct ongoing performance monitoring of RMBS and ABS loan portfolios in EMEA.
• Analyse collateral pools, cashflow profiles, deal structures, and servicer reporting.
• Forecast P&L and limits usage.
• Identify emerging risks and portfolio level performance deterioration.
• Calculate and submit SFA and SSFA for accurate capital reporting.
• Run stresses for CCAR models and coordinate with internal teams.
• Review transaction documentation including covenants, triggers, and reporting.
• Collaborate across internal loan, risk and reporting systems, support automation.

What we'll need from you

• General knowledge of RMBS/ABS lending.
• Understanding of securitisation markets.
• Ability to interpret granular loan level datasets.
• Strong credit and operational risk awareness.
• Ability to review and interpret legal documentation.
• Highly organised, analytical and able to manage multiple priorities.
• Strong communication, Excel and PowerPoint proficiency.

What we can offer you

The position provides a foundational opportunity to help shape a newly established Portfolio Management function within the primary asset backed lending business, offering exposure to a broad spectrum of RMBS and ABS transactions. The successful candidate will operate within a dynamic, market facing team engaged across the full lifecycle of deals.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best in class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretionary annual performance related bonus
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources

Certification Regime

The Certification Regime is one element of the Individual Accountability Regime which came into effect on 7 March 2016. Under the Certification Regime, Citi UK regulated entities must ensure that employees working in certain roles classified as specified significant harm functions (Certified Roles) are assessed as fit and proper to carry out their role. In accordance with FCA and PRA guidance, firms should consider honesty, integrity, reputation, financial soundness, competence and capability. Employees will be assessed through extensive interviews, self disclosures, criminal record checks, reference checks, credit checks and other background screening processes.

Equal Opportunity

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please visit Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster.