VP, Market Risk Manager - Securitized Products

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

Job summary

An established industry player is looking for a Vice President to join their Fixed Income Market Risk team, focusing on Securitized Products. This role is pivotal in identifying and managing market risk exposures across various securitized products, requiring deep product knowledge and strong quantitative skills. The ideal candidate will engage in daily risk monitoring, collaborate with trading teams, and enhance risk metrics and reporting tools. This is a fantastic opportunity to contribute to risk framework improvements and represent market risk in critical discussions. Join a diverse and inclusive environment where your expertise will make a significant impact.

Qualifications

• 7+ years of experience in market risk or trading of securitized products.
• Strong knowledge of securitized fixed income instruments.
• Proficient in risk measurement methodologies and pricing models.

Responsibilities

• Monitor daily market risk exposures and conduct scenario analysis.
• Collaborate with trading teams to ensure alignment with risk appetite.
• Develop risk metrics and enhance reporting tools for structured products.

Skills

Market Risk Management

Quantitative Analysis

Risk Measurement Methodologies

Stakeholder Management

Communication Skills

Education

Bachelor's Degree

Master's Degree

Tools

Microsoft Office

Bloomberg

Intex

Yieldbook

VBA

Python

SQL

Job description

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VP, Market Risk Manager – Securitized Products

Overview: We are seeking a highly analytical and experienced Vice President to join our Fixed Income Market Risk team, focusing on Securitized Products. This role involves identifying, monitoring, and managing market risk exposures across agency and non-agency securitized products, including MBS, CMBS, ABS, and CLOs. The ideal candidate will have deep product knowledge, strong quantitative skills, and a solid understanding of risk frameworks within sell-side or buy-side institutions.

Key Responsibilities:

• Monitor and manage daily market risk exposures, including P&L attribution, VaR, stress testing, and sensitivity analysis.
• Collaborate with trading, structuring, and strategy teams to understand risk-taking activities and ensure alignment with risk appetite.
• Conduct scenario analysis, tail risk assessments, liquidity risk evaluations, and model-driven risk exposure analyses.
• Develop and enhance risk metrics, limits, dashboards, and reporting tools for structured products.
• Participate in limit setting and risk governance processes, providing independent risk assessments and escalation when necessary.
• Contribute to risk framework improvements related to securitized product valuation, pricing models, and hedging strategies.
• Represent market risk in product committee reviews, new initiatives, and regulatory discussions.

Qualifications:

• 7+ years of experience in market risk, trading, or structuring of securitized products at a top-tier financial institution.
• Strong knowledge of securitized fixed income instruments, including Agency MBS, CMBS, ABS, RMBS, and CLOs.
• Proficient in risk measurement methodologies such as VaR, sensitivities, and stress testing, with familiarity with pricing and valuation models.
• Proficiency in Microsoft Office; experience with Bloomberg, Intex, Yieldbook, VBA, Python, SQL is preferred.
• Bachelor’s or Master’s degree in a relevant field.
• Excellent communication and stakeholder management skills, capable of presenting complex concepts to senior leadership.

Primary Location: Full Time
Salary Range: $130,000 - $200,000

About Us: Jefferies Financial Group Inc. is a U.S.-headquartered global investment banking and securities firm. We value diversity and are committed to creating an inclusive environment. We encourage applicants from all backgrounds, including underrepresented groups, to apply. We are an equal opportunity employer and provide reasonable accommodations as required by law.