Managing Director, MBS Portfolio Manager, Chief Investment Office (CIO)
Core
Lead the Agency Mortgage-Backed Securities (MBS) sector within a $200B+ fixed income portfolio, optimizing risk-adjusted returns and managing derivatives.
Role type
Managing Director, MBS Portfolio Manager
Builds
Agency MBS portfolio and derivative products for an institutional balance sheet
Domain
Banking / Fixed Income / Mortgage-Backed Securities
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Agency MBS valuation, risk analysis, portfolio optimization, ALM practices, regulatory framework knowledge, interest rate risk management, macroeconomic analysis, team leadership, talent development
Preferred skills
Analytics, market trend interpretation, investment strategy development
Technologies
None explicitly stated
Responsibilities
Lead the team managing the agency MBS portion of the CIO investment portfolio; enhance investment approach based on analytics and market/regulatory developments; engage with MBS dealers for trade execution; partner with analytics teams to develop risk measurement models; monitor and report risk metrics and portfolio performance; mentor junior talent; collaborate on overall CIO investment strategy
Seniority
Managing Director, senior leadership with team management