CMO Portfolio Manager/Trader San Francisco, CA =20 Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and named one of the SF Business Times' ''Best Places to Work in the Bay Area 2007, '' the Barclays PLC subsidiary employs over 3,500 people globally and manages $2 trillion in assets.=20 =20 =20 Overview =20 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. =20 =20 Responsibilities =20 * Actively manage and enhance return in mortgage portfolios in collaboration with other members of the mortgage investment team.=20 * 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.=20 * Ensure cash allocated for long-term investment achieves targeted objectives and recommend hedges as needed.=20 * Support the balance of the mortgage team and become an integral part of alpha generation for our active MBS strategies. =20 =20 =20 Qualifications =20 * 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.=20 * Strong quantitative skills with a willingness to adopt the BGI's research framework.=20 * Ability to prioritize multiple demands in a fast-paced, intellectually demanding work environment. * Solid understanding of asset classes outside of the mortgage sector.=20 * MBA/CFA or higher degree preferred. =20 =20 To apply, upload a Word or PDF resume to the following URL: =20 https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm? szOrderID=3D3535 <https://barclays.recruitmax.com/main/careerportal/candidate_update.cfm? szOrderID=3D3535>=20 =20 =20 Regards, =20 Jaime Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimepack <http://www.linkedin.com/in/jaimepack>=20 =20 Jaime Pack Recruiting Specialist Human Resources Barclays Global Investors *: (415) 908-7612 (office) 6: (415) 618-1411 (fax) 45 Fremont Street, San Francisco, CA 94105, USA=20 =20 --=20 =20 This message and any attachments are confidential, proprietary, and may = be privileged. If this message was misdirected, Barclays Global = Investors (BGI) does not waive any confidentiality or privilege. If you = are not the intended recipient, please notify us immediately and destroy = the message without disclosing its contents to anyone. Any = distribution, use or copying of this e-mail or the information it = contains by other than an intended recipient is unauthorized. The views = and opinions expressed in this e-mail message are the author's own and = may not reflect the views and opinions of BGI, unless the author is = authorized by BGI to express such views or opinions on its behalf. All = email sent to or from this address is subject to electronic storage and = review by BGI. Although BGI operates anti-virus programs, it does not = accept responsibility for any damage whatsoever caused by viruses being = passed.
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