Sayan Chakraborty
Seasoned securitized products professional | Expertise in ABS / ABF, CLO, SRT and MBS | Experience in credit analytics, structuring, quantitative modeling, risk management
- Role
- Senior Credit Strategist - Private and Structured Assets at Genworth
- Location
- Darien, CT, US
- LinkedIn followers
- 500 followers
About Sayan Chakraborty
Structured Products expertise- Experienced strategist for esoteric ABS/ABF, Private Credit and SRT investments - CLO and ABS sell-side publishing analyst generating monthly readership - SRT structurer and modeler in ~25 transactions with USD 30B+ in notional to optimize capital and hedge a portfolio of GBP 250B+- Risk managed USD 20B of Non-agency RMBS, USD 1.5B of whole loans, USD 12B of CMBS - Modeled and implemented a capital-based risk limit system for a USD 200B+ portfolioFunctional and ecosystem experience- Unique blend of working in various senior level buy-side, sell-side and advisory roles that provides a deep understanding of the financial market ecosystem.Leadership- Strong leadership qualities and interest in mentoring and building teams - Hands on with player-coach mentality - Experience in working across organizations to scale up processes and deliver efficient and effective solutions.Synthetic Risk Transfer Credit Risk Transfer trades Collateralized Loan Obligations CLOs Asset Backed Finance Structured Finance Quantitative Analytics Fixed Income ABS ABF MBS RMBS CMBS CRE Mortgage Loans Correlation Modeling Factor Models Strategic Thinking Team Building Leadership Intex KANERAI Coding in Python, SQL, MATLAB, Octave, VBA, C++, R
Experience
Senior Credit Strategist - Private and Structured Assets
Feb 2025 — Present · Stamford, CT, US
Responsible for full securitization investment process from deal sourcing, screening, due diligence, underwriting, cash flow modeling and testing, relative value analyses, monitoring market developments, communication with bankers, structurers, traders, rating agency analysts, sponsor\'s senior management, sell-side analysts and corporate credit teams.• Deep familiarity with ABS and private credit deal documentation, deal covenants, knowledge of rating agency methodologies, cashflow modeling, historical collateral performance.• Covering esoteric ABS / ABF, CLO, SRT and function as an expert in these domains. Digital infrastructure (data centers, fiber, cell towers), real assets (land, equipment, shipping, railcar, aircraft, vessel finance, etc.), renewables (solar), future flow receivables (such as Diversified Payment Receivables from Emerging market banks), oil & gas PDPs, midstream pipelines, fund financial, rated feeders, CFOs.• Present and defend investment recommendations and thesis to investment committees and stakeholders.• Monitor, risk manage and perform tactical yield enhancement of ABF investment portfolio on an on-going basis.
Education
Northwestern University - Kellogg School of Management
Doctor of Philosophy - PhD, Thesis on Financial Economics
Indian Statistical Institute, Kolkata
M.Stat / B.Stat, Statistics/Econometrics
Skills
- Capital Markets
- Fixed Income
- Market Risk
- Econometrics
- Financial Markets
- Financial Risk
- Quantitative Finance
- Credit Risk
- Finance
- Enterprise Risk Management
- Valuation
- Real Estate
- Derivatives
- Risk Management
- Equities
- Portfolio Management
- Credit
- Financial Modeling
- Quantitative Analytics
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