Market Risk and Client Experience Analyst

04 Products Platform United States


About RiskSpan
RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional Finance industries. We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains. 

Market Risk and Client Experience Analyst 

You must have 

  • Experience of 3+ years working with financial products and market risk or trading desk analysis while employed at a sell side firm or asset management firm or risk technology vendor.
  • Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products.
  • MSR experience and exposure to MSR specific cashflow processes and models/analytics
  • Understanding of loan cashflow modeling
  • Strong knowledge of security and derivative pricing along with key market risk analytics including DV01/CS01/OAS/option greeks and Value at Risk (VaR).
  • Some experience in quantitative models and methods.
  • Strong technical expertise in Intex, Bloomberg, and Excel/VBA or Python. 
  • BS or MS in Engineering or Finance / Financial Engineering.
  • Strong communication skills, both verbally and written.
  • Proven ability to multi-task in support of multiple processes. 

Position and Responsibilities 

  • Work closely with RiskSpan’s clients including traders, portfolio managers and risk managers, helping with explanation and analysis of pricing and risk results. Assist clients with use of RiskSpan’s systems to perform pre-trade analysis, portfolio analysis, research and market risk analysis.
  • Analyze risk position data validation, calculation & reporting of market risk exposures and metrics as part of daily support responsibilities.
  • Communicate with clients in support of daily market risk analytics and reporting.
  • Examine/make suggestions to improve process improvements and to suggest/build QC tools to validate model inputs and outputs.
  • Directly interact with clients to answer questions and provide training and insights.