Saturday, August 18, 2012

Senior Manager, Fixed Income Portfolio Risk Job

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Senior Manager, Fixed Income Portfolio Risk-719206

Description
Title: Sr. Manager, Fixed Income Portfolio Risk

Responsibilities:
• Oversee the financial risk management of Capital One’s fixed income Investment Portfolio activity
• Manage the valuation process for Capital One's investment portfolio
• Run analytics on trade performance based on forecasting, rate scenarios, and proposed trading strategies
• Develop and maintain strong working relationship with traders and external vendors to ensure timely completion of valuation and analytics runs
• Work closely with Accounting Policy, Infrastructure, IT, Legal, and Compliance departments to implement new products, systems, and regulations, or to resolve trading and/or reporting-related issues

Qualifications
Basic Qualifications:
• Bachelors degree
• 5 years experience working with fixed income securities with an emphasis on Mortgage Backed Securities, Asset Backed Securities, CMBS and derivatives in a capital markets analytics function at a large corporate or asset management firm, or other similar trading-related experience

Preferred Qualifications:
• Bachelors degree in Finance, Economics, Statistics, Mathematics, Operations Research, Engineering or other hard science
• Advanced degree in a quantitative area, or MBA, or CFA
• 7 or more years experience working with fixed income securities with an emphasis on Mortgage Backed Securities, Asset Backed Securities, CMBS and derivatives in a capital markets analytics function at a large corporate or financial institution, or other similar trading-related experience
• Experience with financial trading and modeling applications, including PolyPaths, Murex, Summit, Bloomberg, or similar system

• Strong Excel VBA programming skills

• Bond Portfolio Investment Management experience a plus

Job: Audit, Risk Management and Security
Primary Location: United States-New York-New York-Mid Manh-90 Park Ave Br 862 (22862)
Schedule: Full-time
Travel: Yes, 10 % of the Time

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