Quantitative Ph.D. Fixed Income Risk Manager Quantitative Ph.D. Fixed Income Risk Manager …

Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 30 May 20
Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 30 May 20
A Washington DC area fixed income investment manager is looking for an experienced quantitative buy-side risk manager who can work with risk and scenario models and who can identify trade ideas for the PM’s. The role is part of the fixed income quantitative research team and will focus on risk oversight, portfolio construction, portfolio optimization, risk visualization and will develop stress scenarios across all portfolios to better identify investment opportunities and if portfolios are meeting their risk guidelines.


  • Portfolio construction – portfolio optimization, statistics, time series analysis, machine learning
  • Work with Portfolio Managers on Trade Ideas and Risk Positioning
  • Work with risk models and scenario analysis models
  • Working with factor models to shock investment portfolios
  • Stress investment portfolios under different scenarios
  • Identify Trade ideas to the Portfolio Managers
  • Experience with databases, meaningful experience with scripting languages (R, Python, Matlab)
  • Identify Risk Exposures
  • Maintain Portfolio Risk Databases
  • Produce Performance Attribution and Risk Analytics
  • Implement Risk Calculators
  • Perform scenario analysis and stress testing of investment portfolios
  • Participate in risk visualization projects


  • Must have 10+ years of working on quantitative fixed income risk analytics for a major buy-side firm
  • Must have risk modeling experience
  • Must have an advanced quantitative degree (Ph.D. preferred)
  • Must have hands-on experience working with large data sets
  • Must have experience working with factor models and scenario risk models
  • Must have experience implementing trading desk and risk reporting applications
  • Must have strong SQL, SQL Query, Python, R or Matlab programming skills
  • Must have experience working with Bloomberg Port, Barra One and Risk Manager
  • Must have superior communication skills and the ability to work closely with senior management, investors, operations and technology in a collegial and collaborative work culture

Keywords: Fixed Income, Factor models, Shock Portfolio, Risk Oversight,Risk Reporting, Databases, SQL, Python, Risk Analytics, Portfolio Construction, Portfolio Optimization, Fixed Income

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com