Quantitative MBS Risk Analyst Job - New York

Position Description:

Large Fund is seeking a Risk Analyst to join the growing team of Risk professionals dedicated to supporting the Mortgage Division. The position reports to the Managing Director of the firm and will be responsible for providing significant support to infrastructure development and analytical support. A successful candidate must be detail-oriented and have the ability to work independently while managing multiple priorities and deadlines.

Responsibilities:

• Support the development of risk infrastructure with regards to data processing, analytics, and reporting. This support will include the development of, as needed, one-off spreadsheet applications and complex risk systems applications (both on a prototype and ‘ready for end use’ basis). Act as a liaison with IT to facilitate the integration of these applications into the broader IT-supported environment.
• Assist with quantitative and qualitative analysis projects that will support the measurement and assessment of market and enterprise risks faced by the overall group.

Qualifications:

• Bachelor’s / Master’s degree in Finance, Computer Science, Engineering, or the Sciences.
• 1-2 years of relevant experience with mortgages and the mortgage market
• Significant systems development expertise. Ability to develop both prototype and end-use risk applications involving where needed database interface / programming.
• Specific experience with or knowledge of: VBA, C, C++, SQL, Matlab. Experience with Polypaths (a third party risk management / analytics product) and Intex/Intex dealmaker also desirable but not necessary.
• Excellent statistical and data analysis skills.
• Excellent communication and interpersonal skills; ability to establish personal credibility and demonstrate expertise
• Proven experience working effectively in a fast-paced, dynamic and complex environment
• Versatility, maturity and ability to work both independently and as part of a team
• Excellent oral and written communication skills