September 16
• Responsible for Interest Rate Risk Management, Liquidity Risk Management, Funding & Cash Management, and Investment Operations of the firm’s Mortgage-Backed Securities portfolio and strategy • Oversee pricing process with daily pricing for internal and external reporting • Coordinate & develop relationships with counterparties, exchange and Clearing Corporation
• Strong knowledge on OTC products (preferred MBS/RMBS/CMBS, mortgage derivatives, OTC derivatives (IRS, Swaptions, CDX)) • Collaborate with MBS Portfolio managers in the US to ensure regulatory compliance and appropriateness of risk appetite • Work with Portfolio Management in supporting investment strategy execution, tracking P&L, and cash management • Perform automated portfolio reporting, risk analytics & performance attribution • Support the firm’s hedging program, including the strategy, effectiveness and mandate compliance • Oversee the Middle/back-office team - Trade lifecycle processes • Reconciliation of client/fund accounts • Developing and maintaining cash forecasts • Responsible for security setups, maintenance, pricing and review back-office service provider data for accuracy • Engage with trading counterparties to provide required KYC/AML documentation • Participate in the annual SOC 1 Type 2 and GIPS verification review processes
• A competitive compensation package • annual bonus • 401k match • Flexible PTO including 7 paid holidays, 1 floating holiday, and 1 volunteer day • Employer-paid benefits (medical, dental, vision, health savings account) • Professional career development and reimbursement • Up to 16 weeks paid maternity leave; up to 4 weeks of paid parental leave • Backup childcare offered through Bright Horizons
Apply NowAugust 15
1001 - 5000
Provide production support for a cutting-edge trading platform with a global presence.
April 16
Lead service delivery projects for an application support team in a fast-growing fintech.