4h ago
Associate Portfolio Manager
New York, New York, United States
$118,248-$190,000 / year
full-timemidInvestment Management
Tech Stack
Description
You'll manage a relative value portfolio using mortgage derivatives, support the investment team by evaluating discretionary and systematic opportunities, and communicate trading ideas to senior management. Your work involves financial modeling, risk monitoring, and trade execution using proprietary systems and analytical tools.
Requirements
- Master's degree in Financial Engineering, Finance, Mathematics or related field
- 2 years related experience
- Experience with Python
- Experience with YieldBook and RiskSpan
- Experience with CMO structuring and hedging (TBAs, USTs, futures, swaptions)
Responsibilities
- Manage a relative value portfolio using mortgage derivatives
- Communicate trading ideas with senior management weekly
- Perform financial modeling, valuation, and due diligence
- Develop analytical tools using machine learning and statistical algorithms
- Implement trading strategies and monitor portfolio risks
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