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

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 27 Oct 20
Competitive
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 27 Oct 20
Competitive
Posted by:
Jim Geiger • Recruiter
Posted by:
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

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