CMO Trader/PM Job
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CMO Portfolio Manager/Trader Barclays Global Investors (BGI) is Overview The CMO Portfolio Manager/Trader will be a member of
Mortgage Investment Team responsible for generating superior performance in MBS
portfolios. This person will be responsible for trading securities and
developing long/short recommendations in the prime MBS market (including agency
and non-agency credit), focusing on CMOs and mortgage derivatives. Responsibilities ·
Actively manage and enhance return
in mortgage portfolios in collaboration with other members of the mortgage
investment team. ·
Conduct trading and identify
relative value opportunities across agency and non-agency structured MBS
sectors including pass-throughs, PACs, sequentials, IOs and POs (both trusts
and structured), inverses, floaters, and more esoteric derivative structures. ·
Work with research to develop and
improve existing signals of mortgage models – specifically those
involving CMOs and mortgage derivatives. ·
Ensure cash allocated for long-term
investment achieves targeted objectives and recommend hedges as needed. ·
Support the balance of the mortgage
team and become an integral part of alpha generation for our active MBS
strategies. Qualifications ·
At least 5 years of experience in
the MBS sector, with an emphasis on trading and portfolio management preferred. ·
Strong risk management skills,
focusing on convexity risk (for agency securities) plus credit risk (for
non-agencies). This includes mastery of analytic tools to manage
idiosyncratic, systematic, and interest rate risks. ·
Strong quantitative skills with a
willingness to adopt the BGI’s research framework. ·
Ability to prioritize multiple
demands in a fast-paced, intellectually demanding work environment. ·
Solid understanding of asset classes
outside of the mortgage sector. ·
MBA/CFA or higher degree preferred. To apply, upload a Word or PDF resume to
the following URL: https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=3535 Regards, Jaime Please connect with me
via LinkedIn: http://www.linkedin.com/in/jaimepack Jaime Pack Recruiting
Specialist Human Resources Barclays Global
Investors (: (415) 908-7612 (office) 6: (415) 618-1411 (fax) --
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