Lead Market Risk Analyst - Mortgage Portfolios & Analytics

Agile Partners; Washington (District of Columbia); On-site; USD 90,000 - 110,000; Full time

Job summary

Agile Partners seeks an experienced professional in Washington, D.C. to lead portfolio analytics for large mortgage securities and whole loan portfolios. You will assist Capital Markets Risk Management by analyzing portfolio risk analytic systems.

Ideal candidates have extensive risk management experience, strong analytical skills, and the ability to effectively communicate complex results. This role involves working with some of the country's largest mortgage portfolios.

Qualifications

• Lead analysis of market risk for a large MBS portfolio.
• Understand models that drive market risk, such as prepayment and interest rate.
• Execute and analyze market risk models comprehensively.

Responsibilities

• Assist Capital Markets Risk Management in portfolio analytics.
• Evaluate improvements to risk management systems.
• Ensure mortgage assets are appropriately modeled.

Skills

Market risk analysis

Modeling mortgage loan risks

Communication skills

Job description

Agile Partners seeks an experienced professional in Washington, D.C. to lead portfolio analytics for large mortgage securities and whole loan portfolios. You will assist Capital Markets Risk Management by analyzing portfolio risk analytic systems.

Ideal candidates have extensive risk management experience, strong analytical skills, and the ability to effectively communicate complex results. This role involves working with some of the country's largest mortgage portfolios.