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Redwood Trust, Inc. · 5 days ago

VP, Capital Markets (Risk Management)

Englewood, CO

Full-time

Onsite

Senior Level, Lead/Staff

$170K/yr - $194K/yr

10+ years exp

Redwood Trust, Inc. is seeking a VP, Capital Markets (Risk Management) to set the strategic vision for risk management and lead cross-functional teams. The role involves optimizing risk as a competitive advantage, mentoring junior talent, and fostering a culture of innovation and accountability.

BankingFinancial ServicesReal EstateVenture Capital

Hiring Manager

Tiffany Barber Schmidt

Responsibilities

Set and execute the strategic vision for risk management, driving initiatives that position risk as a source of competitive advantage

Lead the development, maintenance, and enhancement of risk models for calculation and reporting of residential risk positions, including valuation and associated risk metrics for:

Residential mortgages (primarily jumbo loans)

RMBS: including bonds up and down the stack – including IOs

MSRs & AIOS

Derivatives

Develop and refine interest rate risk trading strategies and do regression analysis of historical market patterns to fine-tune proprietary models

Assist in reconciliation of month-end reporting with the accounting department

Staying in lockstep with pricing desk of changes to pricing strategy and whole loan trades then implementing within risk modeling

Partner with IT team to ensure data accuracy and integrity for data flows into risk models

Responsible for maintaining a clean working model; constantly revisiting existing modeling to ensure accuracy and looking for efficiency improvements

Oversee loan data uploads and updates, ensuring data quality and timeliness

Present to senior leadership, influencing key decisions and building strategic alliances across the organization and with external stakeholders

Collaborate and work with other team members across all the business functions

Qualification

Risk managementRisk modelingCapital markets experienceCFA certificationTrading experienceDerivatives knowledgeMicrosoft Excel proficiencyAnalytical thinkingMortgage industry knowledgeEffective problem-solvingCommunication skillsAttention to detailSelf-starter