An industry-leading Macro Hedge Fund is looking to add a Risk professional with expertise in MBS trading and securitized products. The fund manages more than $6B AUM and its investors are primarily institutional, including pensions, endowments, and family offices. The fund has a big presence in the fixed income and alternatives space and primarily invests across relative value strategies.
The fund is in growth mode and recently onboarded multiple new PMs covering MBS trading. The group has been performing very well, so they would like to add a Risk professional with expertise across the MBS market to help support the group as they continue to expand. This role will report directly to the CRO, and they're ideally looking for candidates with 3-6 years of experience so they can mold this individual into a team manager in the near future.
- Design and develop analytical and quantitative models to help monitor and manage risk across their securitized products portfolios
- Work collaboratively with the global risk group in monitoring and analyzes risk exposures
- Work closely with the CRO and CIO on specific investment-related risk management projects
- Develop expertise across the firms trading strategies
- Work closely with the Portfolio Management team to help them understand the certain risk drivers in their portfolios
- Assist in portfolio construction and portfolio optimization efforts.
- 5-7 years of experience at a top bank or buy-side firm
- B.S. degree is required, M.S. is preferred
- Deep understanding of USD interest rate products, specifically including MBS
- A strong passion for the market
- Ability to work both independently and collabortively