Asset And Liability Management Professional

Found in: beBee S US - 2 weeks ago


McLean, United States Freddie Mac Full time
  • Freddie Mac's Investment and Capital Markets (ICM) Division is currently seeking a Professional hire for its Asset and Liability Management (ALM) trading desk.
  • ALM is responsible for managing and hedging the interest rate risk associated with Freddie Mac's Retained Portfolio and other, market-sensitive business lines using interest rate derivatives and other fixed income products.
  • Responsible for managing Freddie Mac's market risk using interest rate derivatives and other fixed income products
  • Responsible for supporting ALM portfolio managers hedge Freddie Mac's interest rate risk, with a focus on convexity/option hedging.
  • Ultimately, the Professional will develop into a portfolio manager for the ALM desk
  • Develop relative value tools and perform analysis to drive/refine trading strategy and hedging decisions
  • Deep understanding of derivatives, mortgages, and interest rate risk strongly preferred
  • Fluent in Excel, proficient in Python, SQL and VBA


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