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Portfolio Management/Trading

Asset Management, Full-Time

New York, NY


The Role:

Top-tier investment manager looking for an experienced Agency MBS professional to generate/execute trade ideas and perform portfolio analyses.

JobĀ  Description:

  • Exceptional contribution to the management of securitized portfolios with particular initial focus on Agency MBS benchmarked portfolios and high grade strategies
  • Execution role in Agency MBS
  • Primary responsibilities will center on analysis of MBS, with a focus on agency MBS and the Agency MBS index.
  • Identify alpha and value opportunities in MBS
  • Focus on outperforming the MBS index,
  • Understand principles of portfolio and risk management, comparison and forecasting of risk adjusted returns, and relative value analysis
  • Perform credit surveillance of existing investments and relevant industry exposures
  • Maintain updated cash flows and analytics for existing investments
  • Assist in the development of optimal trading strategies
  • Analyze and interpret portfolio risk and attribution reports, particularly benchmark performance
  • Perform scenario analyses and other portfolio level testing
  • Trade entry

Required Skills:

  • Successful candidate will have 3-5 years trading agency MBS at a broker dealer, or a buyside shop with a proven track record of outperforming the index
  • Ability to identify and articulate value in the MBS universe
  • Familiarity with systems and prepayment models: Bloomberg CMM and Yield book, Aladdin, Intex
  • Deep knowledge of loan analysis and MBS structures
  • Experience with loan level data analysis and default and prepayment models
  • Ability to articulate complex investment models in a clear and concise manner with internal and external constituents
  • Ability to multi-task across analytical, tactical, and research activities in a detail oriented and timely manner
  • Strong technical abilities with demonstrated experience learning and navigating complex systems, including databases and analytical models
  • Strong commitment to performance, fiduciary responsibility and accuracy of work product
  • Advanced Excel and financial modeling skills
  • CFA designation preferred or equivalent educational background


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