We're currently engaged with a few sell-side and buy-side firms in NYC seeking Market Risk Securitized Products coverage. A few Investment Banks are seeking analyst/associate level talent looking to progress into VP level mandates, and the buy-side firms are looking for 2-5-years' experience. These roles sit within 1st line teams, you will work closely with traders/portfolio managers and have significant responsibility in developing/enhancing methodologies for measuring risk within Securitized Products (Agency MBS - pools, TBAs), Rates hedging instruments (Swaps, Treasuries), and Residential Credit (Securities, Loans). If you currently work in market risk or investment risk covering Securitized Products and/or Residential Whole Loans, please apply in and we'd be happy to schedule a call to discuss open mandates!
Essential Skillset:
- 2-5 years of risk management experience and Fixed Income products
- Working knowledge of Agency MBS trading, risk characteristics, Non-Agency RMBS (Residential credit securities and whole loans)
- Experience working directly in a risk management function at a buy-side or sell-side financial institution
- Expertise in PolyPaths, Bloomberg, or other Fixed Income analytics system
- Must have unrestricted work authorization for employment in the U.S.
Basic Job Requirements:
- Develop methodologies for measuring, analysis, and reporting of market, credit, and liquidity risk within Securitized Products (Agency MBS - pools & TBAs, Rates hedging instruments - swaps, treasuries, Residential Credit - securities, loans)
- Quantitative analysis and production of analytics to support risk decision making - detailed position reviews, VaR, and portfolio stress testing
- Monitoring and reporting of risks associated with the investment portfolio and hedging
Work with traders to analyze real-time trade and deal opportunities
