Feldspar & Flint LLC is a NYC metro-based Talent Consulting firm that specializes in operational strategy across core business functions.
We are seeking a professional to lead enterprise risk management and valuation oversight for mortgage and structured credit portfolios. This role combines governance, analytics, and control responsibilities, ensuring accurate valuation processes and robust risk frameworks across credit, market, liquidity, and operational exposures.
Key Responsibilities
- Develop and maintain ERM policies, risk appetite statements, and Key Risk Indicators (KRIs).
- Conduct risk assessments, operational risk reviews, and vendor risk oversight.
- Lead valuation processes for RMBS, CMBS, whole loans, MSRs, and securitized assets; validate pricing models and third-party marks.
- Perform stress testing and scenario analysis for interest rate, credit, and liquidity risks; monitor hedging effectiveness and funding concentration.
- Prepare board-level presentations and dashboards summarizing risk posture and valuation results.
- Ensure data integrity across risk systems and pricing feeds; enhance automation of reporting.
- Collaborate with cross-functional teams (Investments, Finance, Compliance, Technology) and support internal/external audit requirements.
Qualifications
- 5–10 years in risk management, valuation, or portfolio analytics within financial services (mortgage REITs, asset managers, banks).
- Strong knowledge of mortgage credit, securitization, repo funding, and fixed-income valuation concepts.
- Proficiency in Excel, PowerPoint, and risk/valuation tools (Bloomberg, Intex); experience with Power BI/Tableau preferred.
- Familiarity with cash-flow modeling, interest-rate derivatives, and liquidity management.
- Programming skills (SQL, Python) and ability to work with large datasets a plus.
- Excellent communication and presentation skills; ability to deliver insights to senior leadership.
- Highly organized, detail-oriented, and effective in fast-paced, lean environments.
