A top Global Asset Manager is seeking an Investment Risk Analyst to join their Active Fixed Income team.
This individual will join a lean investment risk team covering an actively managed fixed income portfolio with over $1 trillion in AUM. This role reports directly to the Head of Fixed Income Investment Risk.
The ideal candidate will be expected to provide quantitative risk analysis and provide effective challenge to investment teams and PMs on the desk in order to enhance risk-aware investment strategies that maximize risk-adjusted returns.
- Advise investment teams on strategy enhancements that mitigate risk
- Perform risk factor analysis to enhance fixed income factor models
- Conduct quantitative risk analysis for both active fixed income portfolios and fixed income index products
- Design and develop tools, investment and risk dashboards, and other analytics
- 2+ years of investment risk experience
- Master's Degree in a quantitative discipline
- Proficiency in Python and SQL; experience with Tableau, PowerBI
- Product coverage: municipal bonds, HY/IG bonds, EM credit, rates, structured products, FX, ETFs