Risk Management Expert for Mortgages

5 days ago


New York, New York, United States Quanta Search Full time
Risk Management Expert for Mortgages & Securitized Assets - Job Opportunity at Quanta Search

Quanta Search is seeking an experienced Risk Manager to join their Risk Management team and lead the development of innovative risk management approaches for Mortgages & Securitized Products trading. This role offers the chance to work collaboratively with the firm's Quantitative Research team to drive risk-adjusted returns and protect the firm from excessive exposure.

The ideal candidate will have a strong background in risk management, portfolio construction, and trading, with excellent analytical and problem-solving skills. They will also possess strong communication skills, with the ability to articulate complex ideas effectively.

Key Responsibilities:
  • Lead research efforts to identify opportunities for improved risk management and investment behavior.
  • 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.
  • Strong knowledge of quantitative finance and statistical programming with a familiarity of SQL and/or Python.
  • High-energy personality with excellent interpersonal skills and emotional intelligence.


A competitive salary of $120,000 - $180,000 per annum is offered for this exciting opportunity.

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