VP, Front Office Risk Management - Securitized Products
Posted 3 weeks ago
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Join the Fixed Income Risk Management team as a Vice President focusing on Securitized Products, deeply understanding the securitization process lifecycle, structures, collateral, and market clearing levels. Perform end-to-end risk assessments and present concise opinions to senior leadership in risk and business.
Responsibilities
- Collaborate closely with trading and banking teams to understand risk-taking activities and ensure alignment with risk appetite
- Conduct scenario analysis and deep dives into tail risks, liquidity risk, and model-driven risk exposures
- Monitor and manage daily market risk exposures across all product types
- Contribute to the development and enhancement of risk metrics, limits, dashboards, and reporting tools
- Participate in limit setting and risk governance processes, providing independent risk views and escalation when warranted
- Perform end-to-end risk assessments of new deals/trades
- Present concise opinions to senior leadership in risk and the business
Requirements
- 5+ years of experience in market risk, trading, or structuring of securitized products at a top-tier financial institution
- Strong understanding of securitized fixed income instruments: ABS, CLO, Non-Agency RMBS, and Agency RMBS
- Familiarity with risk measurement methodologies (e.g., VaR, sensitivities, stress testing) and familiarity with pricing/valuation models
- Proficiency in Microsoft Office suite
- Experience with Bloomberg, and Intex
- Exceptional communication skills, with the ability to present complex concepts to senior leadership
Qualifications
- Bachelor’s or Master’s degree in a relevant field
- 5+ years of experience in market risk, trading, or structuring of securitized products at a top-tier financial institution
Nice to Have
- Understanding of Market Risk fundamentals such as the greeks, VaR, PnL Attribution, drawdown and macro stress testing
- Experience with Yieldbook
- Experience with VBA
- Experience with Python
- Experience with SQL
Skills
* Required skills
Benefits
About Jefferies
Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.