Job description
Job Summary:
The above statements are intended to describe the general nature and level of work being performed by individuals in, or assigned to, the above position and are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required, and may be changed at the discretion of the Company. About the Company:
We are currently looking to hire a Quantitative Risk Analyst. The Quantitative Risk Analyst will provide risk management support for fixed income products, specifically mortgage related, through the independent pricing valuation (“IPV”) process, emerging risks and assessing alignment with the organization’s risk strategy. The position assesses future risk, opportunities, and effectiveness by utilizing advanced analytics.
Essential Functions:
- Measure and monitor market risk exposures for fixed income products
- Conduct market and counterparty daily risk reporting for fixed income products, including P&L, VaR and DV01
- Measure, price and monitor mortgage related securities
- Quantify risk and aggregate exposures by utilizing industry best practices.
- Support development of a professional and regulatory Risk Management policy
- Maintain and implement improvements in tools and processes within the Risk Management framework, particularly as it pertains to the reporting process
- Work closely with traders to support and understand new ideas, products and strategies; communicate risk impact on company
- Knowledge of manipulating large data sets
- Other functions as needed
- Bachelor’s or Master’s degree in Mathematics, Statistics, Computer Science, or Engineering
- Minimum of three years of bond pricing experience
- Three – five years related experience (mathematics, data science or software development)
- Series 7 license preferred
- Experience with Market risk management
- Strong mathematical and analytical skills
- Demonstrated skills in statistical coding
- Knowledge of other coding languages, e.g., C++, Python, Java, C#, R
- Proficiency in Excel, VBA, SQL
- Knowledge of Bloomberg
- Ability to work with little supervision, independently or within a team
The above statements are intended to describe the general nature and level of work being performed by individuals in, or assigned to, the above position and are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required, and may be changed at the discretion of the Company.
At HilltopSecurities, we believe in building noble and collaborative relationships that enrich the financial future of individuals, businesses and communities. With an extensive portfolio of products, we deliver a broad range of investment banking and related financial services that help our clients achieve their definition of success.
As a subsidiary of HilltopHoldings, which also encompasses PlainsCapital Bank and PrimeLending, we have the financial strength and stability that has withstood the test of time. Our nationwide presence in 400 locations across 44 states provides our associates with extensive opportunities to grow their careers in a diverse organization that truly values relationship capital above all else.
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