- London, England, United Kingdom London England GB
- Permanent, Full time
- BNP Paribas Asset Management UK Limited
- 17 Sep 18 2018-09-17
The role holder will analyse Emerging Market Debt portfolios alongside the lead PM with a particular emphasis on risk budgeting and optimization, contribute to EM fixed income workflow by recommending efficiency improvements and other solutions for the implementation of investment decisions, and undertake modelling work and systems reconfigurations as needed. The individual will oversee and control the workflow for the emerging markets fixed income hard currency bond portfolio construction process, assist portfolio managers in the implementation of the strategy and sizing of the trades, and maintain and reference guidelines for compliance check.
- Fixed Income Fund Portfolio Management: To assist lead PMs in the implementation of the investment strategy, to adapt those decisions according to the objectives and constraints given by the clients and in compliance with the legislation.
- EM Fixed Income Analysis: To analyse and model EM investments, contribute to the portfolio construction process in particular with ideas on efficiency and process improvement, run optimizations and code solutions directly as needed to achieve team goals. This function will also involve liaising with the Quantitative Research Team on research and implementation of a quantitatively-based benchmark replication model for some portfolios.
- Research and Alpha Generation: Opportunity to work directly with alpha generators and researchers on a project basis to build out quantitative research underpinning country and securities valuations and extract investment ideas.
Essential skills/competencies (Technical / behavioural / leadership)
- In depth knowledge of fixed income instruments, including derivatives (bond futures, CDS).
- Able to master relevant investment concepts and exposure to issues/techniques involved in managing fixed income portfolios.
- Strong interpersonal skills and a sense of professionalism.
- Intellectual curiosity and quantitative acumen.
- Meticulousness and extreme diligence.
Essential qualifications & experience
- Masters degree or equivalent in a quantitative field from a leading institution.
- Strong coding with knowledge of VBA and object-oriented languages, preferably Python.
- Previous experience with of optimization algorithms.
- Applied knowledge of database architecture and management and specific knowledge of EM data sources.
- Excellent problem solving skills.
- Minimum 4 years’ experience in Fixed Income analysis or portfolio management.
- Prior experience in a similar role a plus.
Specific other role requirements:
- Fluency in written and spoken English language.
- Fluency in a second language commonly used in Emerging Markets a plus.
- Strong international orientation. Ability to work effectively with colleagues in remote locations.
Posting date: 30 August 2018
Closing date: 2 October 2018