Our client, a leading global Fixed income asset manager, is seeking an a technical investment analyst and risk specialist to support team with quantitative Investment Analytics and portfolio construction/monitoring.
- Monitor portfolio, interest rate, currency and credit risk exposures
- Construction of model portfolios
- Quantitative Investment analysis
- Work closely with portfolio managers, traders and credit analysts
- Produce portfolio management reports
- Monthly portfolio attribution and performance analysis
- acting as the analytics and problem solving base for different areas of the business, producing on a monthly and quarterly client reports and assisting with any project work or ad hoc requests.
- Create detailed reports for clients, communicate results to portfolio management teams and create commentary for marketing and sales teams.
- Undergraduate degree in economics/maths or Science field (min 2.1)
- CFA/MSc/MBA preferred
- Minimum 3-5 years experience in fixed income
- Excellent quantitative skills
- Strong understanding of credit
- Understanding of reporting and risk mertics
- Understanding of fixed income attribution
- Excellent Excel and modelling skills - VBA/Python/SQL desirable
- Strong attention to detail.
- Excellent interpersonal skills