Securitized Products Market Risk Senior Vice President
Core
Independent Market Risk oversight and valuation assessment for U.S. structured products portfolios (ABS, MBS, CMBS).
Role type
Senior Manager, Market Risk (Securitized Products)
Builds
Risk oversight and valuation validation for fixed-income structured product portfolios
Domain
Banking / Fixed Income / Structured Products
Deliverable
production ML models | dashboards & analysis
Required skills
U.S. securitized products expertise (ABS, MBS, CMBS), market risk measurement, valuation and pricing assessment, stress testing, scenario analysis, sensitivity analysis, prepayment modeling, optionality analysis, fixed-income market dynamics
Preferred skills
Mortgage analytics, cash-flow modeling, structured-product valuation methodologies, knowledge of market data sources and risk infrastructure
Technologies
Numerix, Polypaths
Responsibilities
Monitor and assess market risk exposures including spread, interest-rate, volatility, and basis risk; Challenge Front Office pricing and valuation methodologies; Evaluate portfolio risk under normal and stressed conditions; Perform independent analysis using industry-standard valuation platforms; Identify material changes in portfolio risk and liquidity; Partner with Trading, Finance, and Model Risk functions
Seniority
Senior Manager, hands-on IC
