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Madison-Davis, LLC

VP, Fixed Income Market Risk – Securitized Assets

Madison-Davis, LLC, New York

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This range is provided by Madison-Davis, LLC. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$130,000.00/yr - $200,000.00/yr

Office Status: Hybrid – NYC

Overview

A leading global financial institution is seeking a Vice President to join its Fixed Income Market Risk team, specializing in Securitized Products. This is a high-impact opportunity to work alongside top-tier professionals, with direct exposure to complex securitized portfolios across MBS, CMBS, ABS, and CLOs. The ideal candidate will bring a strong blend of product expertise, risk acumen, and strategic thinking to help enhance the firm’s risk framework and governance.

Key Responsibilities

  • Monitor and analyze daily market risk exposures across agency and non-agency securitized products.
  • Perform P&L attribution, Value-at-Risk (VaR), stress testing, and sensitivity analysis.
  • Partner with trading, structuring, and strategy teams to assess risk-taking activities and ensure alignment with overall risk appetite.
  • Conduct scenario analysis to evaluate tail risks, liquidity risk, and model-based risk exposures.
  • Develop and enhance risk metrics, dashboards, reporting tools, and controls specific to structured products.
  • Participate in setting risk limits and governance activities, offering independent and proactive risk oversight.
  • Drive improvements in securitized products risk frameworks, including model validation and hedging strategy evaluation.
  • Represent market risk in cross-functional product reviews, new business approvals, and regulatory interactions.

Seniority level

  • Seniority level

    Mid-Senior level

Employment type

  • Employment type

    Full-time

Job function

  • Job function

    Finance

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