Jefferies
VP, Market Risk Manager – Securitized Products
Overview:
We are seeking a highly analytical and experienced Vice President to join our Fixed Income Market Risk team, with a focus on Securitized Products. This role is critical to identifying, monitoring, and managing market risk exposures across agency and non-agency securitized products, including MBS, CMBS, ABS, and CLOs. The ideal candidate will possess deep product knowledge, strong quantitative skills, and a robust understanding of risk frameworks within a sell-side or buy-side institution.
Key Responsibilities:
Monitor and manage daily market risk exposures across securitized fixed income portfolios, including P&L attribution, VaR, stress testing, and sensitivity analysis.
Collaborate closely with trading, structuring, and strategy teams to understand risk-taking activities and ensure alignment with risk appetite.
Conduct scenario analysis and deep dives into tail risks, liquidity risk, and model-driven risk exposures.
Oversee development and enhancement of risk metrics, limits, dashboards, and reporting tools for structured products.
Participate in limit setting and risk governance processes, providing independent risk views and escalation when warranted.
Contribute to risk framework enhancements related to securitized products valuation, pricing models, and hedging effectiveness.
Represent market risk in product committee reviews, new business initiatives, and regulatory interactions.
Qualifications:
7+ years of experience in market risk, trading, or structuring of securitized products at a top-tier financial institution.
Strong understanding of securitized fixed income instruments, including Agency MBS, CMBS, ABS, RMBS, and CLOs.
Proficient in risk measurement methodologies (e.g., VaR, sensitivities, stress testing) and familiarity with pricing/valuation models.
Proficiency in Microsoft Office suite required.
Experience with Bloomberg, Intex, Yieldbook, VBA, Python, SQL preferred.
Bachelor’s or Master’s degree in a relevant field.
Exceptional communication and stakeholder management skills, with the ability to present complex concepts to senior leadership.
Primary Location Full Time Salary Range of $130,000 - $200,000
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