Market Risk Vice President

15 hours ago


New York, New York, United States Selby Jennings Full time
Market Risk Vice President - Securitized Products

We are seeking a seasoned Market Risk Vice President to join our team in NYC. As a key member of our 1st line team, you will work closely with traders and portfolio managers to develop and enhance methodologies for measuring risk within Securitized Products, Rates hedging instruments, and Residential Credit.

Key Responsibilities:
  • Develop and maintain risk management frameworks and models for Securitized Products, including Agency MBS, TBAs, and Residential Credit securities and loans.
  • Collaborate with traders and portfolio managers to analyze real-time trade and deal opportunities, and provide risk-based recommendations.
  • Design and implement quantitative analysis and reporting tools to support risk decision-making, including VaR and portfolio stress testing.
  • Monitor and report on risks associated with the investment portfolio and hedging activities.
Requirements:
  • 2-5 years of risk management experience in Fixed Income products.
  • Working knowledge of Agency MBS trading, risk characteristics, and Non-Agency RMBS.
  • Experience working directly in a risk management function at a buy-side or sell-side financial institution.
  • Expertise in PolyPaths, Bloomberg, or other Fixed Income analytics systems.
  • Unrestricted work authorization for employment in the U.S.


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