A industry shaping American Investment Bank that specializes in broker-dealer access to all asset classes and products, is currently looking to add a Manager to their Market Risk team. This team exclusively focuses on identifying instrumental changes in Market Risk in relation to Agency RMBS, Agency CMBS, ABS, and Mortgage Finance. The Securitized Markets Group has a tremendous amount of front office exposure as the position involves working directly with traders on strategy and changes in Market Risk.
Responsibilities:
- Identifying instrumental changes in risk, market activity and PnL drivers to senior management members.
- Conducing in depth analyses on multiple products and trading strategies.
- Aiding in developing and implementing stress test scenarios.
- Vast exposure to the Middle Office, Ops, Tech, and Product Control teams.
Qualifications:
- Bachelor`s or Master`s degree in Finance or a related field.
- 3-5 years of exposure to Securitized Products and Fixed Income Market Risk.
- Understanding of options and pricing.
- Skilled in Microsoft Office, Bloomberg Terminal, Intex/Yieldbook/VBA/Python.
