Responsibilities

• Produces quantitative analytics to measure and monitor market, liquidity, and counterparty risks.
• Performs research and analysis to validate and monitor models, systems, and tools used for the quantification of market risk.
• Evaluates operational processes, identifies critical control points, and assists with the development and implementation of controls to mitigate identified risks.
• Monitors compliance with funding covenants and reviews trades for compliance with Angel Oak fund terms.
• Assist with due diligence for new trading counterparties.

Minimum Qualifications:

• Bachelor's degree in a STEM or Finance related field
• Understanding of fixed income valuation and risk concepts (DCF, Duration, Convexity, Value at Risk, etc.)
• Strong coding background (Python or R), with an emphasis on data analytics
• A desire to seek out opportunities for improvement of current practices and a willingness to ask questions and suggest enhancements or alternatives