Structured Products Analyst/Portfolio Manager

Structured Products Analyst/Portfolio Manager

A global investment management company established to manage part of a country's foreign exchange reserves and other public funds is looking to bring on their next analyst. Their mission is to preserve the long-term purchasing power of the assets entrusted to them and exceed investment target returns within a justifiable level of risk. They achieve this by investing in well-diversified, foreign currency-denominated assets across global capital markets. By efficiently managing public funds, they contribute to preserving and enhancing sovereign wealth and providing for future generations.

They invite dynamic and highly motivated individuals to join their New York office.

Responsibilities:

• Conduct research, trading, portfolio management, and market surveillance across structured products, including Agency RMBS/CMBS, Non-Agency RMBS/CMBS, and ABS.
• Analyze mortgage prepayment and credit data, monitoring trends to inform decision-making.
• Develop and enhance models to forecast prepayment and default rates (prior experience in prepayment and credit modeling is a plus).
• Make trade recommendations to senior portfolio managers.
• Communicate market trends and produce weekly/monthly market updates for senior portfolio managers and management.

Required Qualifications:

• General knowledge of structured products, including Agency MBS, Non-Agency RMBS, Agency CMBS, Non-Agency CMBS, and ABS.
• Ability to understand cashflows and perform quantitative modeling.
• 3+ years of relevant experience.
• Effective communication skills and excellent analytical, problem-solving, and computer skills.

This firm is looking to make an addition ASAP, Apply now.