Quantitative Fixed Income Investment Strategist - Liability Driven Portfolio Management

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 13 Nov 17 2017-11-13

Top Tier Investment Manager in New York is looking for an experienced Quantitative Fixed Income Investment Analyst to develop Liability Driven Investment (LDI) and Risk Management strategies for pension funds and insurance company clients.

Responsibilities:

  • Work with Portfolio Managers on Liability Driven Investment strategies
  • Analyze existing portfolios and develop investment and risk management solutions
  • Work on asset allocation, portfolio construction, and risk budgeting for large Institutional Fixed Income Portfolio’s
  • Present new liability investment ideas directly to internal and external clients
  • Contribute to research and author articles on liability driven investment strategies

 

Requirements:

  • Must have at least a Masters in a quantitative field
  • Must have 5-8 years of fixed income, liability driven asset management experience
  • Must have experience designing, building, monitoring and managing liability driven investment strategies for US Pension Funds or Institutional Pension Clients
  • Must have current knowledge of Pension based liability investment strategies and both accounting and regulatory rules
  • Must have hybrid skills and experience across actuarial, investment and risk management
  • Must have superior oral and written communication skills to explain complex investment strategies to internal portfolio managers and external clients

 

Keywords: Liability Driven, Fixed Income, Quantitative Analyst, Portfolio Construction, Asset Allocation, Risk Parity, Risk Budgeting,

 

Please refer to Job 22838 - and send MS Word attached resume to jeg@analyticrecruiting.com.