Market Risk Manager
CA - Westlake Village, United States
USD 130K-161K Mid-level Full Time
Tasks
- Build statistical and quantitative models for interest rate risk
- Develop and implement hedging and valuation improvement strategies
- Improve risk infrastructure analytics and reporting processes
- Lead valuation risk management and reporting for mortgage servicing rights and GNMA early buyout portfolios
- Produce risk and performance reporting for senior management
Perks/Benefits
- 401k matching
- Dental insurance
- Employee volunteer program
- Medical insurance
- Ownership stake
- Time off
- Tuition assistance
- Wellness program
Skills/Tech-stack
Bloomberg | Cash flows | Delinquency Modeling | Futures | Hedging | Interest Rate | Interest Rate Risk | Interest rate swaps | Mortgage Cash Flows | Prepayment modeling | Python | Quantitative modeling | Rate Swaps | Risk Analytics | SQL | TBAs | VBA
Roles
Regions
Countries
States
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