Senior Agency MBS Portfolio Lead

CGAP

Washington (District of Columbia)

On-site

USD 180,000 - 260,000

Full time

8 days ago

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Job summary

The World Bank Group Treasury seeks a Senior Portfolio Manager to lead Agency MBS portfolios, manage risk, and drive investment decisions within approved guidelines. You will work with TRE teams globally, benchmark performance to the Bloomberg Agency MBS Index, and support client institutions through analytics, reporting, and education.

You will collaborate across divisions to strengthen risk management, performance attribution, and investment processes, while engaging with external

Responsibilities

Lead or contribute to investment policy implementation, portfolio construction, and active risk positioning for fixed-income portfolios benchmarked to an agency MBS index, consistent with objectives and risk budgets.
Provide expertise in investment policy, asset allocation, best practices, market strategy and outlook, and portfolio/performance reviews.
Generate high-conviction investment ideas across Agency MBS sectors with careful position sizing and risk-adjusted performance.
Manage duration, spread, convexity, and liquidity risks within budgeted guidelines and adjust exposures as market conditions evolve.
Monitor portfolio risk exposures and performance drivers to ensure deliberate, well-calibrated positions.
Coach and train junior staff supporting the Agency MBS business and contribute to education and development.
Develop technology and analytics to enhance trading execution, risk management, and decision-making.
Provide timely updates to stakeholders on MBS market developments, investment themes, and regulatory changes.