Four (4) years of experience must include: In-depth knowledge in Mortgage-backed securities, including TBAs, Specified Pools, Agency CMOs, IO/IIO, and in Non-Agency securities including ABS, CMBS, RMBS, and CLO, as well as residential loan and commercial real estate loans; Financial Engineering; Statistics principles for analyzing market data and risk, and understanding pricing model; Stress testing scenario design; Data Analysis and processing of large data sets including trading volumes, market data, and risk positioning; Python/SQL/VBA; Basel Capital Rules and CCAR, VaR, RWA; and Bloomberg, Intex. Requirements: Requires a Master's degree, or foreign equivalent in Business Analytics, Finance, Statistics, Economics, or related field and 4 years of experience as a Market Risk Manager, Program Analyst, First Line Risk Manager, Trader, or related position involving Mortgage backed securities and Asset backed securities at a global financial institution.