Market Risk VP

7 hours ago


New York, New York, United States Selby Jennings Full time
{"title": "Market Risk VP", "content": "Job Summary

We are seeking a highly skilled Market Risk VP to join our team at Selby Jennings. As a key member of our risk management function, you will be responsible for developing and enhancing methodologies for measuring risk within Securitized Products, Rates hedging instruments, and Residential Credit.

Key Responsibilities
  • Develop and maintain risk models and methodologies for Securitized Products, Rates hedging instruments, and Residential Credit.
  • Collaborate with traders and portfolio managers to analyze real-time trade and deal opportunities.
  • Monitor and report on risks associated with the investment portfolio and hedging.
  • Conduct quantitative analysis and produce analytics to support risk decision making.
Requirements
  • 2-5 years of risk management experience and Fixed Income products.
  • Working knowledge of Agency MBS trading, risk characteristics, Non-Agency RMBS (Residential credit securities and whole loans).
  • 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 system.
  • Must have unrestricted work authorization for employment in the U.S.
What We Offer

As a Market Risk VP at Selby Jennings, you will have the opportunity to work with a talented team of professionals and contribute to the development of our risk management function. We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.

", "lang_code": "en"}

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