Quantitative Risk Analyst

4 weeks ago

Atlanta, Georgia, United States Angel Oak Full time
Who We Are:

Angel Oak Companies is a diversified financial services company specializing in asset management and non-agency mortgage origination. These two business lines allow us to pursue our vertically integrated business model where information from our ecosystem drives a continuous loop between investment management and product development. Angel Oak offers income-driven structured credit solutions through our public and private fund platforms.
Angel Oak Capital Advisors, LLC is the asset management arm focused on identifying and executing income-driven investment strategies to address opportunities within the mortgage and structured credit markets. The firm offers investment vehicles across a range of liquidity horizons to match client needs and return objectives. Through the Public Funds, investors obtain retail access to the structured credit market via mutual funds, ETFs, UCITS, and closed-end funds. Institutional investors gain access to private mortgage credit via Angel Oak's integrated, originate-to-own approach. Our model allows for full transparency and control of the origination process as well as a consistent supply of investible assets which provides a distinct competitive advantage within mortgage credit investing that has not been replicated by any of the firm's competitors.
Angel Oak Capital Advisors is a $17 billion investment management firm focused on providing compelling fixed income investment solutions with an added level of expertise in the securitized credit space. We are a highly entrepreneurial organization that embraces a strong service-based culture, and Angel Oak has been consistently named a Top 150 Workplace by the Atlanta Journal Constitution. Candidates will be an integral part of a successful and quickly growing firm that fosters and values innovation.
Position Overview:

In this role, you will be responsible for assessing and managing risks associated with our structured credit investment portfolios. You will work closely with our portfolio managers, traders, and the Risk Management team to develop and implement quantitative risk models, analyze portfolio risk profiles, and contribute to the decision-making process. This is a unique opportunity to contribute to the success of a dynamic and growing asset management firm in the structured credit space.
The Wholesale distribution team works very closely with the Portfolio Managers and has a weekly call to discuss investment and allocation strategy and how current market events affect these strategies.
Principal
Responsibilities:
  • Develop and implement quantitative risk models and methodologies specific to structured credit instruments such as residential mortgage-backed securities (RMBS), asset-backed securities (ABS), and collateralized loan obligations (CLOs).
  • Conduct comprehensive analysis of structured credit portfolios, including stress testing, scenario analysis, and sensitivity analysis to identify and quantify risks.
  • Enhance risk reporting frameworks for structured credit investments, ensuring accurate and timely reporting to senior management, clients, and regulatory bodies.
  • Contribute to the enhancement and maintenance of risk management systems and tools.
  • Collaborate with portfolio managers and traders to optimize portfolio risk-return profiles and develop risk mitigation strategies.
  • Stay abreast of industry developments, market trends, and regulatory changes relevant to structured credit and incorporate them into risk management practices.
  • Work closely with the investment team to provide risk analysis and insights for portfolio construction and asset allocation decisions in structured credit.
  • Architect and execute ETL processes tailored for intricate data structures within a multifaceted organization, ensuring optimized performance, data integrity, and adherence to compliance standards.
  • Participate in due diligence and risk assessment processes for new structured credit investment opportunities.
Qualifications
Minimum:

The selected candidate should be a detail oriented, highly motivated, organized, and self-directed individual who is constantly striving to exceed expectations. The candidate will consistently maintain a positive attitude, a high level of activity and be motivated by surpassing goals and contributing to the success of the team.
  • Bachelor's degree in a quantitative discipline such as finance, economics, mathematics, or a related field.
  • Strong quantitative and analytical skills, with an understanding of fixed income risk management and valuation methodologies.
  • High levels of proficiency in programming languages such as Python, VBA, SQL, or R.
  • Knowledge of structured credit products, including CLOs, RMBS, ABS, and their associated risks.
  • Experience with statistical analysis, risk analytics, and market data sources.
  • Excellent communication and presentation skills, with the ability to convey complex concepts to both technical and non-technical stakeholders.
  • Proficiency in ETL tools and processes, with hands-on experience in data extraction, transformation, and loading from various sources.
  • Ability to design and optimize complex data transformation workflows, ensuring data integrity and performance.
  • Detail-oriented with strong organizational and problem-solving abilities.
  • Ability to work effectively both independently and as part of a team in a fast-paced, deadline-driven environment.
  • Relevant certifications such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) are a plus.
An ideal candidate will have:
  • Master's degree or Ph.D. in quantitative finance, economics, mathematics, or a related field.
  • Drive to establish proficiency in investment trends, financial concepts, real estate and credit markets
  • Willingness to develop and continually improve upon strong product, industry, market, and economic knowledge
  • Ability to thrive in a team environment, supporting senior staff and developing junior staff
  • Competitive, results-oriented mindset
  • Outgoing with exceptional interpersonal skills
  • Motivated to achieve success and a desire to learn and grow
  • Coachable mindset of asking for and receiving feedback
  • Excellent time management and organizational skills
NOTE:
These statements are intended to describe the general nature and level of work involved for this job. It is not an exhaustive list of all responsibilities, duties, and skills required of this job.
Angel Oak Capital Advisors provides equal employment opportunities (EEO) to all employees and applicants for employment without regard to race, color, religion, sex, national origin, age, disability or genetics.
Estimated Salary: $20 to $28 per hour based on qualifications.

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