Senior Fixed Income Risk and Attribution Manager Senior Fixed Income Risk and Attribution Manager …

Analytic Recruiting Inc.
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 01 déc. 20
Competitive
Analytic Recruiting Inc.
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 01 déc. 20
Competitive
Diffusée par:
Jim Geiger • Recruiter
Diffusée par:
Jim Geiger
Recruiter
A global investment management firm in New York is seeking an experienced Fixed Income Quantitative Portfolio Risk Manager to join its risk management team.

Responsibilities:

  • Assessing and analyzing risk, attribution, and performance across the firm’s fixed income portfolios including cash and derivative investments in US, European and Emerging Market products.
  • Use Multi-Factor Models to identify and measure investment risk across global fixed income investment strategies
  • Identify, Analyze and Present portfolio risk and attribution analytics to the investment team and to external clients
  • Must be able to understand and explain the drivers of P&L changed and risk exposure
  • Provide insights into the risk exposures, risk concentration and tail risk using Bloomberg risk applications
  • Perform in-depth analysis to better understand portfolio performance
  • Work directly with Portfolio Managers to provide risk analysis that will improve portfolio construction
  • Work with IT to develop real-time risk dashboards that can be used by PM’s and senior management
  • Monitor, analyze and communicate daily changes in the risk profile of the firm’s fixed income cash and derivatives portfolios
  • Provide accurate and timely risk information to both internal managers and external clients

 

Requirements:

  • Candidates will have an advanced quantitative degree
  • 10+ years working in fixed income risk management with experience in hedge fund and long only fixed income risk analysis
  • Must have deep understanding of interest rate derivatives
  • Experience extracting and manipulating data from Bloomberg and other vendor products
  • Programming skills, [Matlab, Python, R]
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

Keywords: Quantitative Risk Manager, Fixed Income, Multi-Factor Models, Risk Attribution Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

Analytic Recruiting Inc. logo
Offres similaires
Plus d'offres
Close
Loading...
Loading...