The candidate will serve as the point person responsible for the risk oversight of asset-backed securities (ABS) and report to the Head of Fixed Income Risk Management. He/she will work with portfolio managers, the risk management team and the financial modeling group to analyze large books of ABS positions in terms of credit, liquidity and market risk. The role will require a good articulation of these risks and market developments to both portfolio managers and the risk management group. The candidate will also need to become an expert user of BlackRock credit models, come up with meaningful model assumptions, articulate areas of improvement and help resolve and monitor fixes.
The ideal candidate should have 2-5 years experience in asset backed securities (ABS) as a risk manager/portfolio manager/trader/structurer. Prior experience and strong knowledge of residential credit, CDOs and/or CMBS is also preferred. Broader exposure to other asset classes within fixed income preferred. The candidate should have a strong quantitative background and some programming experience is preferred. Strong verbal and written communication skills are a must.
Proficiency with excel is a must. Light programming in scripting language (perl) and statistical packages (SAS, Splus, Matlab, etc) is a plus.
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
