Our client is a leading Global Fixed Income asset manager (top 10) who is seeking a highly technical Portfolio Analysis and risk Associate to support the Fixed Income investment team with performance/attribution, Investment Analysis, and portfolio construction. This person would be a team leader in London
- Work closely with Portfolio Managers and risk management team
- Provide expert Quantitative analytics in for Fixed income portfolios
- Monitor and asses portfolio positioning and adjust risk exposures where necessary
- Portfolio construction
- Produce portfolio management reports
- Training and development of more junior members of the team
- Commentary - explaining the source of excess returns
- construction of model portfolios
- Assist with the operational build-out of reporting processes
- 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.
- Produce monthly performance attribution deliverables.
- Minimum 5 years experience in Fixed Income
- Undergraduate degree essential (maths, statistics or finance-related field)
- CFA, MBA or other further qualification
- Excellent understanding of credit/private credit, convertible bonds and private equity and structured credit
- Highly proficient with Excel
- VBA knowledge would be a huge benefit,
- Python and SQL desirable
- Understanding of reporting and risk metrics
- Understanding of fixed income attribution
- Strong attention to detail.
- Excellent interpersonal and communication skills