US Securitised Products, Risk Manager, US Mortgage Trading, Global Hedge Fund, London

US Securitised Products, Risk Manager, US Mortgage Trading, Global Hedge Fund, London

JMD Reg Consultancy LTD London, United Kingdom

My client is a global hedge fund that is looking to hire a Front Office Risk Manager for its US 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 with the hedge fund's US mortgage trading activities.

This role will involve overseeing market risk, credit risk, and liquidity risk related to the trading of the fund's mortgage-backed securities (MBS), mortgage-related derivatives, and other fixed-income products.

Responsibilities:

• Work in close collaboration with the fund's Senior US MBS Portfolio Manager
• Risk manage the fund's US Mortgage 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 to develop an 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 US Mortgage Trading Markets
• 5 - 8 years technical market risk management experience
• Strong programming experience including Python, Matlab, VBA, SQL