Market Risk Securitized product

We have a good position with a global financial service company in their Risk management division. Looking for experience in stress testing for Market risk..

Role Description:
The position is a role in Market Risk Management for Securitized Products asset class.
The candidate will work with risk managers primarily focused on the US Agency Mortgage Business
(Pass-through, CMO, Agency CMBS) and Non-Agency Securitized Products Business (Legacy
RMBS, RMBS 2.0, CLO and secured lending.
The role will include monitoring markets, trading activity and limit utilization, as well as performing adhoc
stress analysis, preparing risk reports and discussing trading desk positions and risk exposures
with senior risk managers and traders.


1. Daily review of risk exposures.
2. Preparation of daily/weekly risk reports for risk management and trader meetings.
3. Ad-hoc analysis of trading positions and stress testing.
4. Daily recap of markets, P&L and Risk.



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