Senior Mortgage Risk Specialist

6 days ago


New York, New York, United States Quanta Search Full time
Mortgage Risk Management and Securitized Products Trading Opportunity

Quanta Search is seeking an experienced Risk Manager specialized in Mortgages & Securitized Products trading to join their Risk Management team. This position offers the chance to play a vital role in protecting the firm from excessive exposure and ensuring efficient risk-taking.

The successful candidate will be responsible for leading research efforts to identify opportunities for improved risk management, investment behavior, and portfolio construction. The paramount mission of this role is to help deliver superior risk-adjusted performance by setting appropriate risk guidelines and limits.

Key Responsibilities:
  • Focus on the risk and activities of all Mortgage & Securitized Products Trading PMs as well as overall such risk across Global Macro and Macro businesses.
  • Develop and advance stress testing and VaR frameworks.
  • Enhance management's understanding of investment performance by developing intuitive and efficient frameworks for performance attribution.


Requirements:
  • Five or more years of experience as a risk manager or portfolio manager directly related to Mortgages and Securitized Products trading.
  • Understanding of securitized products including agency and non-agency products, CMBS, and related derivatives.
  • Strong knowledge of quantitative finance and statistical programming with a familiarity of SQL and/or Python.


This position requires a high-energy personality with excellent interpersonal skills and emotional intelligence. A strong commitment to ethical standards and professionalism is essential.

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