Mortgage Risk & Analytics Analyst
Manage and drive construction, implementation, and maintenance of highly complex Risk Management, Risk Reporting, Pricing, Securitization, and Market Analytics solutions and tools for the Mortgage Trading Manager. Liaise and collaborate with various risk, profitability, and channel partners in order to optimize and expand Hedge Team capabilities and increase Post Lock revenue. May be responsible for neutralizing market and liquidity related risks on a Risk Position while minimizing the associated hedge costs. ESSENTIAL DUTIES AND RESPONSIBILITIES - Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time. Generate various analytics to support and inform hedging strategies with the goal of neutralizing impacts to all Risk Positions from market driven duration, convexity, volatility, key-rate, relative value and liquidity related risks. These analyt...Risk, Analytics, Mortgage, Analyst, Mathematics, Asset Manager, Banking