Associate/Analyst/Senior Analyst - Securitized Trading - Market Risk Management

Analyst / Senior Analyst - Securitized Trading

Role Description / Areas of responsibility:

The position is a role in Market Risk Management reporting into the Head of Market Risk Management for Americas Securitized Products Trading. The candidate will initially work with risk managers primarily focused on the US Agency Mortgage Business (Pass-through, CMO, Agency CMBS) and Non-Agency Securitized Products Business (Legacy RMBS, RMBS 2.0, CLO and secured lending).

The role will include monitoring markets, trading activity and limit utilization, as well as performing ad-hoc stress analysis, preparing risk reports and discussing trading desk positions and risk exposures with senior risk managers and traders.

Responsibilities:

- Daily review of risk exposures.

- Preparation of weekly risk reports for risk management and trader meetings.

- Ad-hoc analysis of trading positions and stress testing.

- Daily recap of markets, P&L and Risk.

Skills, experience, qualifications and knowledge required

- 2-4 years of experience in a market risk or front office role in rates, securitized products, or credit.

- Strong analytic background with a degree in a quantitative field (a graduate degree is preferred).

- Very strong communication skills (both written and verbal) as the candidate will be working with a large number of groups.

- Programming skills are not necessary but a big plus.