- Washington, District of Columbia, United States
- On-site
- Full-time · Senior
- 8+ years
Manage Agency MBS portfolios, lead investment policy implementation, portfolio construction, risk positioning, and client education within the Treasury Asset Management Department.
Responsibilities
- Lead or contribute to investment policy implementation, portfolio construction, and active risk positioning for fixed‑income portfolios benchmarked to an agency MBS index
- Provide expertise in investment policy, asset allocation, best practices, market strategy and outlook, and portfolio and performance reviews
- Generate and implement high‑conviction investment ideas across Agency MBS sectors
- Exercise sound judgment in assuming and managing duration, spread, convexity, and liquidity risks
- Monitor portfolio risk exposures and performance drivers on an ongoing basis
Requirements
- Master’s degree in business, finance, economics, mathematics, statistics, or a related field
- Nice to have: CFA or similar professional certification
- Nice to have: proficiency in additional languages