Market Risk Role - Securitized Products - US Agency Mortgage Business

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 securitized products

- 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.