The Oakleaf Group, LLC

  • Risk Analyst

    Job Location 3 days ago(5/17/2018 10:22 AM)
    ID
    2018-1524
    Posted Date
    US-DC-
  • Overview

    Risk Analyst

    Washington, DC metro area

     

    Within our Risk Consulting vertical, we are seeking a Risk Analyst for a 6-12 month engagement, for the Capital Markets Risk division within one of our major financial services clients.

     

    Company Overview

    The Oakleaf Group is a mid-size consulting firm with offices in Chevy Chase, MD, Bethesda, MD and New York, NY. Our people are our greatest assets and our company culture is grounded on that belief. Our goal is to thrill our clients and challenge and reward our employees.  As a member of the Oakleaf team, you will have an exciting opportunity to work with emerging technology, modernize financial applications, and grow in a friendly workplace where you can work independently and collaboratively. In this position the ideal candidate will work to solve complex “hot topic” issues currently faced by the financial services industry. We bring depth of experience to a wide range of highly satisfied clients, delivering trusted advice along with quantitative, technology, regulatory, and operations strategies. Do you possess the talent and dedication to be part of our growing team?

    Responsibilities

    • Support portfolio risk management areas within Capital Markets Risk through reporting, analysis and assisting with trading/hedging of risk positions:
      • Evaluate or prepare reports on portfolios to ensure consistency with risk positions, policies and business strategies.  Reports cover various types of investments (mortgage, municipal bond or private label) as well as market risk research, market models and/or pricing on these assets.
      • Provide guidance on portfolio composition and allocation recommendations across asset classes and products, primarily mortgages, including hedging and debt funding strategies. Identify assets that are rich or cheap by assessing model results against recent or expected market developments.
    • 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.
    • Understand and apply investment and funding guidelines and policies through direct interaction with trading and funding desks.
    • Support the Forensic Reporting function:  Retrieve and compile relevant internal forensic data on distressed mortgage assets, and provide ad hoc analytical views of the data to stakeholders.
    • Assist in Mortgage Revenue Bond credit analysis:  Support the evaluation of municipal bond credit quality by obtaining updated bond related data and relevant market information for credit analysts’ use in preparing ratings.
    • 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.

    Qualifications

    • Bachelor's Degree or equivalent required; CFA preferred
    • 2-6+ years of fixed income experience or interest in capital markets, or fixed income markets, ideally mortgage related fixed income
    • 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
    • MS Excel Required, Advanced MS Excel and VBA experience preferred
    • Prefer knowledge of Intex, Bloomberg and municipal credit.
    • A database language is required; knowledge of SAS or ability to quickly learn it.

     

     

    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

    Options

    Sorry the Share function is not working properly at this moment. Please refresh the page and try again later.
    Share on your newsfeed