A leading Investment Manager is looking add an experienced Fixed Income Analyst to their growing team. This role will be an integral part of the firm's Investment Risk team, and will help develop the risk policy and governance across investment portfolios.
Primary responsibilities include but are not limited to:
- Monitoring portfolios and ensuring they conform to approved and established risk policies.
- Partner with investment teams to ensure compliance with the approved risk limit frameworks.
- Performing risk analysis on portfolios, as well as their benchmarks, liquidity, and market risk.
- Developing solutions that can be scaled across numerous portfolios as well as proprietary risk measurement approaches and mitigation strategies.
- 4-5 years of relevant investment risk management experience.
- Fixed Income risk experience at a buy-side asset management firm.
- Solid understanding of fixed income financial instruments, including derivatives, and familiarity with international markets.
- Experience with one or more of the following systems: BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT.
- Master's degree in a quantitative field preferred such as quantitative finance, statistics, applied mathematics, operations research, engineering, or computer science.
- CFA, FRM/PRM preferred.