Job Description

ESSENTIAL RESPONSIBILITIES:

• Develop effective reporting to:

• Monitor and validate model performance and output

• Evaluate market, liquidity, and credit risk of prospective new products/investment opportunities

• Produce risk management reports and monitor relevant markets and portfolio activity

• Provide guidance on market opportunities and product development

• Develop specific hedge recommendations to improve the firm’s risk/return profile

• Perform structured finance credit risk analysis to asses underlying loans and deal structure of RMBS in order to identify undervalued

Qualifications

EXPERIENCE REQUIREMENTS:

• 3-5 years of related experience
• Experience with relevant tools a plus ( Bloomberg, Excel)
• Strong understanding of mortgage markets
• Strong quantitative background
• Ability to work with large amounts of data and familiarity with database tools
• Proficiency with using and communicating statistical concepts
• Ability to work independently with limited direction
• High level of intellectual curiosity

Additional Information

All your information will be kept confidential according to EEO guidelines.