Academic background and work experience in programming and statistics as applied to financial markets. Strong programming skills are necessary for success in this position.
Academic or work experience with fixed income as well as quantitative method
Day-to-day Risk Management Activities: Support the Fixed Income Risk team with the maintenance and development of fixed income risk reports, analytics, and dashboards.
Identification, measurement, monitoring, and communication of fixed income portfolio risks, including reviewing risk and performance reports on a regular basis, ensuring their accuracy, and delivering to internal clients; daily monitoring of changes to portfolios’ risk profiles; performing stress tests based on hypothetical and historical scenarios; collaborating with fixed income investment staff as needed.
Ad-hoc Analysis: Perform ad-hoc data and quantitative analyses guided by Fixed Income Risk team members.
BS degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics and 5+ years of relevant experience
Master’s degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics
A passion for risk management and a demonstrated interest in financial markets through academic background, work experience and/or outside activities
Fixed income knowledge/experience
Programming skills and experience (Python, R, MATLAB, SAS or related language) Data analysis skills (using Excel or above languages)
Strong interpersonal skills with excellent communications skills
High standards of work quality and integrity
Strong organizational skills
Enjoy working as part of a team in a collaborative environment
Intellectually curious with a commitment to continuous learning
Additional post-graduate study or a PhD in a quantitative field
Completion or progress towards professional accreditations such as CFA, FRM, PRM, CAIA
Risk management experience at an asset management firm Experience using MSCI’s Barra
One or Risk Manager models for fixed income analysis/risk management and scenario analysis
Experience using Bloomberg’s GRM or PORT models for fixed income analysis/risk management and scenario analysis