Risk Analyst Agency RMBS Portfolio

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 25 May 18 2018-05-25

A NY based RMBS Investment Portfolio is looking for a market risk-product control analyst with proven agency RMBS product experience.

Responsibilities:

  • Market Risk Analyst for the firms Securitized Investment Portfolio
  • Generate Market Risk, P&L, Liquidity and Funding reports for the portfolio
  • Provide month end pricing and valuation for complex RMBS transactions
  • Part of a team that prepares quarterly risk reviews for senior management

 

Requirements:

  • Must have demonstrated risk analyst experience working with agency RMBS
  • Must have experience working with MBS pools and CMO’s
  • Must have proven experience using Yield Book
  • Must have 2+ years of experience generating daily pricing, risk, and P&L reports
  • Nice to have: experience working with ADCO, Bloomberg, Murex, Summit
  • Must have superior communication skills and the ability to work on a trading floor and in a time sensitive position

 

Keywords: Agency RMBS, MBS Pools, CMO’s, Market Risk, Product Control, P&L, Liquidity Risk

 

Refer to Job #23091 and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com