Senior Portfolio Manager, Mortgage Derivatives
Core
Senior Portfolio Manager driving levered, total-return strategies in mortgage derivatives and prepayment-sensitive assets, managing ~$6B across portfolios including liquid agency MBS, CMOs, and credit risk transfers.
Role type
Senior IC Portfolio Manager (Mortgage Derivatives)
Builds
Levered, total-return investment portfolios for diverse institutional clients (insurance, real money, external mandates)
Domain
Fixed Income / Mortgage Derivatives / Structured Finance
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Investment strategy generation, portfolio construction, securitized products expertise, OAS modeling, risk valuation, client relationship management, contrarian thinking
Preferred skills
MBA, CFA, deep expertise in non-agency MBS or CMO structuring
Technologies
OAS modeling tools, structured mortgage analytics platforms
Responsibilities
Generate, size, and execute investment strategies in securitized products; integrate individual views into portfolio-level positioning; present investment strategies to clients and senior management; challenge team thinking with novel perspectives
Seniority
Senior, hands-on IC