Capital Markets Risk Manager

Job ID:
, VA
Information Technology, Telecommunications, Array
$150,000.00 per year
Employment Type:
Full time

Job Description:

Prestigious Enterprise Company is currently seeking a Risk Manager for the Financial Services/Capital Markets Industry. Candidate will oversee market risk of agency portfolio, and 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. Candidate will be responsible for monitoring trading limits and reviewing transactions over the established limits. Candidate monitors market risk in the enterprise existing portfolio/inventory as well as from current transactions.


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


8+ 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

- DFAST experience

Company Info
Request Technology - Craig Johnson