Portfolio Risk Manager

2 weeks ago


Portfolio Risk Manager

Washington, DC metro area



We have an immediate position available for a Portfolio Risk Manager to support our client to develop next generation innovative products, services and solutions.  The role will be in our client’s Capital Markets Risk Management area, which is responsible for measuring and monitoring the risk in the capital markets balance sheet which includes over $300 billion of mortgage securities and loans.


  • Measure and monitor the market, liquidity and credit risk in the $300 billion balance sheet of mortgage securities and loans. Support portfolio's risk position with attribution to provide feedback to senior management on business strategies. Produce risk management reports and monitor the relevant markets and portfolio activity.
  • Work with Analytics team and traders to develop tactical and strategic guidance on portfolio's risk position that are consistent with limits and capital constraints. Provide recommendations to senior management. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products. Assist in developing debt funding strategy.
  • Identify assets that are rich or cheap by assessing model results against recent or expected market developments. Review risk reports and capital adequacy reports to maintain a comprehensive understanding of risk positions, market conditions and business strategies.
  • Maintain an understanding of investment and funding guidelines, market risk policies, liquidity risk policies, credit risk policies, and capital policies.
  • Coordinate with systems personnel to continually develop the infrastructure to support business and modeling needs. This includes the portfolio collection and aggregation process, access to appropriate market information and utilization of different pricing methodologies to estimate fair value, and database which satisfies reporting and analysis needs.
  • Work with the trading and funding desks in real-time, at both the portfolio and security level, to develop specific hedge recommendations for portfolio management to improve return/risk profile. Support management through understanding P&L attribution and risk/return analysis and forecasting and deal structure.


  • 6+ years of experience in fixed income portfolio management, trading, or front-office market risk management, ideally mortgage-related.
  • Comfortable with mathematical, quantitative finance, market/liquidity risk measurement skills (i.e. Duration, Convexity, Value-at-Risk, Stress Testing, basic statistics)
  • Can communicate complex quantitative concepts to a non-technical audience of peers and executives
  • Demonstrates strong customer service, team player and cross collaborative soft skills
  • Advanced MS Excel and VBA experience is a plus


Third party candidates will not be considered for this position.


As a condition of employment with The Oakleaf Group, any successful job applicant will be required to successfully complete a background investigation, which may also include a pre-employment drug screen and/or a credit check for positions in some areas of our business. The Oakleaf Group is an equal opportunity employer. Applicants are considered for positions without regard to race, religion, gender, native origin, age, disability, or any other category protected by applicable federal, state, or local laws. The Oakleaf Group participates in the E-Verify program.


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