Tech Stack

Description

You will support the management of market risk across SoFi's balance sheet, focusing on mortgage-related assets and hedging activities. This includes preparing risk reports, executing hedge transactions, and partnering with Treasury, Capital Markets, Finance, and Risk teams to manage interest rate, spread, and convexity risks.

Requirements

• Bachelor’s degree in Finance, Economics, Mathematics, or related quantitative field
• 1-3 years experience in Treasury, Capital Markets, market risk, or fixed income
• Foundational understanding of interest rates, fixed income, mortgage products, duration, convexity, DV01, and hedge effectiveness
• Strong analytical skills and advanced Excel; SQL, Python, VBA or risk tools preferred
• Effective communication and ability to manage multiple deadlines

Responsibilities

• Assist in design and rebalancing of hedging strategies using derivatives and cash market hedges
• Prepare daily/weekly risk reports covering hedge positions, sensitivities, P&L attribution, and hedge effectiveness
• Track asset and liability duration, convexity, and key rate exposures across mortgage-related positions
• Execute hedge transactions within approved policies and governance frameworks
• Support scenario analysis, stress testing, and development of risk models and dashboards