Job Responsibilities
- Support coverage for Agency Mortgage Backed Securities, ABS Special Opportunities, and Residential Structured Financing businesses
- Engage in a dialogue with traders and desk heads around risk appetite, risk limits and individual large and complex transactions
- Produce, analyze and monitor risk utilization and revenue performance
- Provide clear briefings of current events/issues to line management and to wider MR colleagues
- Perform ad-hoc analyses around the business (including notable new transactions) in order to assist management decision making
- Highlight concentrated or concerning risk positions and work with business to ensure appropriate reporting, transparency and management
- Validate and resolve limit excess issues
- Work with Credit, Finance, Valuations Control Group, Quantitative Research, Model Governance Group and Middle Office as contact for all risk management issues
- Work on regulatory driven market risk exercises
Required Qualifications, Capabilities and Skills
- Bachelor's degree in a quantitative discipline
- Strong analytical & quantitative skills
- Strong communication and interpersonal skills
- Strong in controls, project management and time management
Preferred Qualifications, Capabilities and Skills
- Experience with regulatory interaction and familiarity with regulatory rules pertaining to risk
- Familiarity with financial instruments PnL profile and risk sensitivities
- Knowledge of securitized product, interest rate, credit or other fixed income markets; experience with the securitized products markets
- Knowledge or Python or other relevant coding skills