VP of Agency & Securitized Products Market Risk
Salary $160,000 - $180,000 per year
Consultant Lucky Nguyen
Date posted February 19, 20192019-02-19 2019-04-08 financial-services permanent US New York City New York 10036 USD 160000 180000 180000 YEAR Robert Walters https://www.robertwalters-usa.com https://www.robertwalters-usa.com/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
The position is a role in Market Risk Management reporting into the Head of Market Risk Management for Americas Agency Mortgages and Securitized Products Trading. The candidate will primarily focus on Non-Agency Securitized Products Business (Legacy RMBS, RMBS 2.0, ABS, CLO, SFR and CRE whole loan secondary trading and Secured Lending business).
This is front office facing role, requiring both strong communication and quantitative skills.
Continuous monitoring of risk exposures, trading activity and limit utilization.
Ad-hoc stress analysis, detailed risk review of inventory exposures, and research projects on specific sectors within SP.
Economic and regulatory capital analysis.
Daily recap of markets, P&L and Risk.
Trade and deal review, which may require client due diligence and deep dive loan tape analysis.
Skills, experience, qualifications and knowledge required
3-7 years of experience in trading or market risk in securitized products, secured lending or credit derivatives with a strong understanding of risk modelling and greeks.
Strong analytic background with a degree in a quantitative field (a graduate degree is a plus).
Very strong communication skills (both written and verbal) as the candidate will be working with a large number of groups within Risk and outside of Risk.
Programming skills (VBA, Python, R, etc.) a plus.