Senior Portfolio Manager, Mortgage Derivatives
Core
Senior Portfolio Manager executing levered, total-return investment strategies in securitized products, initially focusing on liquid agency MBS.
Role type
Senior IC Portfolio Manager (Mortgage Derivatives)
Builds
Levered, total-return portfolios serving diverse institutional clients
Domain
Fixed Income / Mortgage Derivatives / Structured Finance
Required skills
Investment strategy generation, OAS modeling, CMO structuring, credit risk transfer, MBS valuation, client relationship management, portfolio positioning
Preferred skills
MBA, CFA, deep expertise in non-agency MBS, proprietary capital management
Technologies
OAS modeling tools, CMO structuring frameworks
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 and contrarian views
Seniority
Senior, hands-on IC
