VP, Fixed Income Market Risk – Securitized Assets

Madison-Davis, LLC; New York (NY); On-site; USD 130,000 - 200,000; Full time

Job summary

A leading global financial institution is seeking a Vice President to join its Fixed Income Market Risk team, specializing in Securitized Products. This high-impact role involves analyzing market risk exposures, conducting scenario analyses, and representing market risk in cross-functional reviews. The ideal candidate should possess strong product expertise and strategic thinking to enhance the company's risk framework.

Qualifications

• Strong blend of product expertise and risk acumen.
• Mid-senior level experience in finance or related fields.
• Experience with securitized products is preferred.

Responsibilities

• Monitor and analyze daily market risk exposures.
• Perform P&L attribution and Value-at-Risk analysis.
• Partner with teams to ensure alignment with risk appetite.

Skills

Risk acumen

Strategic thinking

Product expertise

Job description

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This range is provided by Madison-Davis, LLC. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$130,000.00/yr - $200,000.00/yr

Office Status: Hybrid – NYC

Overview

A leading global financial institution is seeking a Vice President to join its Fixed Income Market Risk team, specializing in Securitized Products. This is a high-impact opportunity to work alongside top-tier professionals, with direct exposure to complex securitized portfolios across MBS, CMBS, ABS, and CLOs. The ideal candidate will bring a strong blend of product expertise, risk acumen, and strategic thinking to help enhance the firm’s risk framework and governance.

Key Responsibilities

• Monitor and analyze daily market risk exposures across agency and non-agency securitized products.
• Perform P&L attribution, Value-at-Risk (VaR), stress testing, and sensitivity analysis.
• Partner with trading, structuring, and strategy teams to assess risk-taking activities and ensure alignment with overall risk appetite.
• Conduct scenario analysis to evaluate tail risks, liquidity risk, and model-based risk exposures.
• Develop and enhance risk metrics, dashboards, reporting tools, and controls specific to structured products.
• Participate in setting risk limits and governance activities, offering independent and proactive risk oversight.
• Drive improvements in securitized products risk frameworks, including model validation and hedging strategy evaluation.
• Represent market risk in cross-functional product reviews, new business approvals, and regulatory interactions.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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