Risk Manager, US Mortgage Trading, Gloabal Hedge Fund, London
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Added before 7 Days
- England,London,City of London
- full-time
- Competitive salary
Job Description:
The Risk Manager for the U.S. mortgage trading business will be responsible for identifying, assessing, and managing the various risks associated the hedge funds US mortgage trading activities.
This role will involve overseeing market risk, credit risk, liquidity risk related to the trading of the funds mortgage-backed securities (MBS), mortgage-related derivatives, and other fixed-income products.
Responsibilities:
*Work in close collaboration with the funds Senior US MBS Portfolio Manager
*Risk manage the funds US Morgage Trading portfolio
*Identify, assess and monitor the full spectrum of risks faced by the mortgage trading business, including market risk, credit risk and liquidity risk
*Help to develop in-house risk framework for managing MBS risk
Skills:
*?Minimum 5 - 8 years experience of full MBS stack, including; TBAs, CTD pools, Cash window/benchmark pools
*5 - 8 years experience of US Mortgage Trading Markets
*5 - 8 years technical market risk management experience
*Strong programming experience including: Python, Matlab, VBA, SQL
This role will involve overseeing market risk, credit risk, liquidity risk related to the trading of the funds mortgage-backed securities (MBS), mortgage-related derivatives, and other fixed-income products.
Responsibilities:
*Work in close collaboration with the funds Senior US MBS Portfolio Manager
*Risk manage the funds US Morgage Trading portfolio
*Identify, assess and monitor the full spectrum of risks faced by the mortgage trading business, including market risk, credit risk and liquidity risk
*Help to develop in-house risk framework for managing MBS risk
Skills:
*?Minimum 5 - 8 years experience of full MBS stack, including; TBAs, CTD pools, Cash window/benchmark pools
*5 - 8 years experience of US Mortgage Trading Markets
*5 - 8 years technical market risk management experience
*Strong programming experience including: Python, Matlab, VBA, SQL
Job number 1809889
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Company Details:
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