Portfolio Risk Management Lead, Fixed Income
Core
Lead fixed income portfolio risk management for a federal power administration agency, focusing on loan portfolio modeling, impairment analysis, and risk-adjusted return forecasting.
Role type
Senior IC fixed income portfolio risk management lead
Builds
Risk management tools, reporting methodologies, and analytical models for loan portfolios
Domain
Fixed income / Federal power administration / Loan portfolio management
Deliverable
production ML models | dashboards & analysis
Required skills
Fixed income portfolio modeling, interest rate risk analysis, loan amortization scheduling, prepayment penalty analysis, credit spread assignment, impairment analysis, stress/scenario testing, risk-adjusted return calculation
Preferred skills
Monte Carlo simulations, sensitivity analysis, risk measurement and monitoring
Technologies
MS Excel, Access, Visio, data analytic tools
Responsibilities
Model multiple loans for interest rate risk, timing, and sequencing; validate loan amortization schedules and prepayment penalty costs; develop risk management tools and reporting methodologies; design and implement risk modeling and analytical tools; conduct stress and scenario testing; provide independent impairment analysis and forecasting
Seniority
Senior, hands-on IC