VP, Derivative Risk Management

Vice President, Derivative Risk ManagementThis position will monitor activity in markets for hedge instruments, develop and produce reports monitoring such activity, and evaluate and make recommendations regarding hedge strategies. This involves evaluating hedge performance and making recommendations to improve predictive capability of analytical models. Incumbent will be part of a team that is relied upon to protect the Company from the detrimental effects of fluctuations in the value of its multi-billion dollar servicing asset in response to changes in the economic environment. Related duties will involve providing backup for daily hedge reporting process, working with validation groups to support validation process and evaluating servicing valuation and sensitivity from a capital markets perspective.The ideal candidate will have a Graduate degree in Finance, Economics or equivalent, along with 5+ years experience in financial markets. Familiarity with mortgage and interest rate derivatives is essential, as is an understanding of hedging theory and portfolio management. Expertise in markets for options and other derivatives is a must.

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