Washington DC, United States
$60,000 - $200,000 + bonus
12 months ago
JCW is currently working on a search for a Capital Markets Risk Analyst with a leading mortgage lending organization for their Washington, D.C. location. This position reports directly to a Director in the Capital Markets Risk Management group. Capital Markets Risk Management is responsible for measuring and monitoring the risk in the Capital Markets balance sheet of mortgage securities and loans.
- Measure and monitor the market, liquidity and credit risk in the balance sheet of mortgage securities and loans. Support portfolio’s risk position with attribution to provide feedback to senior management on business strategies.
- Produce risk management reports and monitor the relevant markets and portfolio activity. Work with Analytics team and traders to develop tactical and strategic guidance on portfolio's risk position that are consistent with limits and capital constraints. Provide recommendations to senior management.
- Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products. Assist in developing debt funding strategy. Identify assets that are rich or cheap by assessing model results against recent or expected market developments.
- Bachelor's Degree or equivalent
- 4-6 years of related experience
- Strong understanding of fixed income markets and product
- Strong quantitative background. Understands market risk characteristics of fixed income products including mortgage, debt, and interest rate derivatives
- Ability to work with large amounts of data and familiarity with database tools
- Proficiency with using and communicating basic statistical concepts; advanced in statistical software, such as SAS preferred
Corey Rague recruits for Risk and Analytics professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach him at (646) 517-8533 or at firstname.lastname@example.org