The ideal candidates will have at least 10 years fixed income portfolio management and risk management experience.
Oakleaf Group is seeking a senior risk manager and a technical developer for a project engagement in Washington DC. Our client is a large mortgage risk management organization performing risk management and portfolio strategy for a $500bln+ fixed income portfolio. All project work is performed onsite at our client site in Washington DC.
The ideal candidates will have at least 10 years fixed income portfolio management and risk management experience.
During the engagement, our team is developing a strategy to implement a Relative Value reporting framework for the our client’s risk management area. This work is a continuation of a multi-year project that has involved significant improvements in risk analytics and data consolidation. The team will consist of a business lead and 1-2 technical report developers and/or data analysts.
The ideal candidate for the business lead position will have:
At least 10 years experience in fixed income portfolio management and/or risk management, including MBS, ABS, structured, and municipal bond instruments.
Experience managing, structuring, quantifying, and communicating market risk and credit risk metrics
Experience building and managing Total Return, Value at Risk, and Relative Value strategies, tools, dashboards, and views
Experience developing organizational processes in portfolio risk management organizations.
Experience integrating disparate sources of data including position data, risk analytics, market data, credit indicators
Prior big 4 consulting or senior management preferred
The ideal candidate for the technical positions will have:
At least 10 years experience developing portfolio management applications, including familiarity with market data, position data, market risk indicators, credit risk ratings
Prior experience in a mortgage environment, either at an agency, a lender, or a fixed income asset manager with heavy MBS and structured product concentration
MBS, ABS, Structured instruments and related attributes and characteristics
Strong abilities to rapidly prototype, design, and build dashboards and reports in MS Access
