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Front-Office Risk Manager

London, UK

Job Summary

Identify, assess, and manage the various risks associated the hedge funds U.S. mortgage trading activities. ​Minimum 5-8 years experience of full MBS stack. U.S. securitised products knowledge.

Details

My client is a global hedge fund that is looking to hire a Front-Office Risk Manager for its U.S. Mortgage Trading business.
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 U.S. 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 U.S. MBS Portfolio Manager
* Risk manage the fund’s U.S. 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 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
US securitised products knowledge
* 5-8 years experience of U.S. mortgage trading markets
* 5-8 years technical market risk management experience
* Strong programming experience including Python, MATLAB, VBA, SQL

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  • Job Reference #: 22407654
  • Compensation: £ 250,000
  • Min Experience: 5 years

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