# Market Risk Management Consultant - Fixed Income at Agile Partners

- Company: Agile Partners
- What the company does: Private investment firm by the team behind Astaro and Ocedo. Early-stage investors in Berlin & Europe, often the first backers of technical teams.
- Company website: https://agile.vc
- Type: Startups
- Level: Mid level
- Location: Washington, DC
- Work setup: On-site
- Posted: 2014-02-06
- Apply by: 2026-10-12
- Apply: https://jobs.smartrecruiters.com/AgilePartners/75359661
- Page: https://www.1752.vc/careers/jobs/agile-partners-market-risk-management-consultant-fixed-income/

## About the role

In this role, you will be responsible for portfolio analytics for large mortgage securities and whole loan portfolios. You will be assisting Capital Markets Risk Management organizations to analyze the performance of their portfolio risk analytic systems, and you will be assisting in identifying and evaluating improvements and enhancements to risk management systems.

## What they're looking for

- Lead analysis of market risk for a large MBS portfolio
- Understand models that drive market risk (primarily, prepayment and interest rate)
- Execute market risk models, perform exhaustive, detailed analysis of input data and outputs
- Expert knowledge of the primary input variables for mortgage loans
- Expert knowledge of how those input variables drive changes in duration and convexity
- Strong written and verbal communication skills to be able to communicate results of analysis