Market Risk VP

Selby Jennings
Long Island City, New York, US
Full-time

We're currently engaged with a few sell-side and buy-side firms in NYC seeking Market Risk Securitized Products coverage.

A few Investment Banks are seeking analyst / associate level talent looking to progress into VP level mandates, and the buy-side firms are looking for 2-5 years' experience.

These roles sit within 1st line teams, you will work closely with traders / portfolio managers and have significant responsibility in developing / enhancing methodologies for measuring risk within Securitized Products (Agency MBS - pools, TBAs), Rates hedging instruments (Swaps, Treasuries), and Residential Credit (Securities, Loans).

If you currently work in market risk or investment risk covering Securitized Products and / or Residential Whole Loans, please apply in and we'd be happy to schedule a call to discuss open mandates!

Is this the next step in your career Find out if you are the right candidate by reading through the complete overview below.

Essential Skillset :

  • 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.

Basic Job Requirements :

  • Develop methodologies for measuring, analysis, and reporting of market, credit, and liquidity risk within Securitized Products (Agency MBS - pools & TBAs, Rates hedging instruments - swaps, treasuries, Residential Credit - securities, loans)
  • Quantitative analysis and production of analytics to support risk decision making - detailed position reviews, VaR, and portfolio stress testing
  • Monitoring and reporting of risks associated with the investment portfolio and hedging

Work with traders to analyze real-time trade and deal opportunities.

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14 days ago
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