Global Markets Risk Manager
Core
Independent oversight, analysis, and monitoring of market risks for Global Mortgages & Securitized Products (RMBS, CMBS, ABS) to support informed business decisions and regulatory compliance.
Role type
Senior IC market risk manager (structured finance)
Builds
Risk reports, stress testing scenarios, and portfolio risk assessments for senior management and business units
Domain
Banking / Fixed Income / Structured Finance
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk analysis, portfolio exposure analysis, stress testing, scenario analysis, regulatory compliance monitoring, risk limit management, structured finance knowledge, data analysis, risk reporting
Preferred skills
Knowledge of mortgage-backed securities, ABS, CMBS, securitized lending, Python, SQL, Tableau
Technologies
Excel, Python, SQL, Tableau
Responsibilities
Monitor risk positions against established limits and investigate exceptions; Analyze portfolio exposures and market developments to identify emerging risks; Perform scenario analysis and stress testing to evaluate portfolio vulnerabilities; Prepare risk reporting and presentations for senior management; Liaise with trading, structuring, and finance teams to understand evolving business activities; Support new product reviews and risk assessments from a market risk perspective
Seniority
Mid-level, hands-on IC
