Senior Corporate Bond Analyst

  • Competitive Base & Bonus
  • Baltimore, MD, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 15 Oct 18

Support the corporate bond portfolio analysis for a leading financial institution

Responsibilities:

  • Analyze Corporate Bond portfolio for investment and hedging purposes. Understands all bond features such as calls, puts and sinking funds.
  • Develop a corporate credit analysis framework for the firm, providing input on items such as concentration guidelines, internal ratings and risk limits.
  • Serves as internal expert on bond market trends and product features.
  • Responsible for managing and presenting departmental analyses to mid-level management. May work in product development, ALM or Modeling Support and will participate in the research, design and implementation of trading/hedging strategies, as well as general quantitative modeling thought leadership.
  • Consults with practitioners, the academic community and other financial institutions in researching the development of risk management models for new and existing products.
  • Applies knowledge of quantitative finance, actuarial science and/or scientific computing.
  • Responsible for overseeing the development of various analytic models, which may include sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.

Requirements:

  • 7+ years financial Services experience supporting enterprise quantitative risk and hedging programs
  • Extensive experience with commercial credit analysis software such as Risk Frontier, CreditEdge or RiskCalc. FinCAD experience also desirable.
  • Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
  • Excellent presentation & communication skills
  • Graduate degree in mathematics, actuarial science, finance or related field preferred

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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