Market Risk Manager

Job ID:
, VA
Information Technology, Telecommunications, Array
$145,000.00 per year
Employment Type:
Full time

Job Description:

Market Risk Manager
McLean, VA
$125-145K +Bonus

The Enterprise Risk Management Division is seeking a Manager level employee to oversee market risk of agency portfolio including PCs and CMOs. The hired individual will be responsible for monitoring and analysing the organization's market risk exposure on a day-to-day and long-term basis for various financial products, mainly agency PC and CMO. The person will be responsible for monitoring trading limits and reviewing transactions over the established limits. The person needs to have significant, in-depth knowledge of their specific financial product(s) including trading and market characteristics, pricing, market liquidity and volatility. The person needs to understand Fixed Income prepayment models and capital model. The person monitors market risk in the enterprise existing portfolio/inventory as well as from current transactions. This position interacts with Investment and Capital Market Division and other areas within the Enterprise Risk Management Division.

Job Responsibilities:

  • Oversee the market risk of agency portfolio including PCs and CMOs. Perform independent analysis on risk exposure
  • Review new trade proposal and strategy in term of implication on market risk, risk appetite and limits
  • Perform capital analysis on agency portfolio and individual trades
  • Interact with agency desk and be able to understand market dynamics on liquidity and spread performance
  • Perform key assessment on any model change related to agency portfolio

Top 3 Personal Competencies to possess:

  • Leadership

o Set and execute upon a clear vision, strategy, and/or goals

o Lead from the front, balancing delegation with doing

  • Partnership

o Listen, Compromise, and show respect when working and communicating with others

o Speak up, be honest and be candid

  • Drive for Execution

o Treat obstacles as challenges to overcome, not excuses

o Focus on real results rather than the appearance of results

Preferred Skills/Knowledge

  • Strong written and oral communication skills
  • Have a broader knowledge of DFAST


  • 8-10 years of related work experience including at least 2 years of management experience
  • Bachelor's degree in Finance, Economics, Math or related field
  • Technical skills including understanding of relational databases and problem solving data issues; working knowledge of Java, SQL Matlab, statistical knowledge of econometrics and its applications for risk, advance Excel knowledge
  • Ability to quickly become familiar with other in-house or 3rd party vendor software
  • Bloomberg experience
Company Info
Request Technology - Anthony Honquest