Senior Risk Manager, Fixed Income

7 days ago


Dunkirk, New York, United States T Rowe Price Group, Inc Full time
Job Description

We are seeking a highly skilled Senior Risk Manager to join our Fixed Income team at T. Rowe Price Group, Inc. This is a key role within our Investment Risk team, responsible for identifying, measuring, monitoring, communicating/escalating, and helping to mitigate risks in portfolios managed by our Fixed Income division.

Key Responsibilities
  • Review and interpret fixed income risk analytics and dashboards to identify key portfolios risks.
  • Collaborate with fixed income investment staff to understand their strategies and risk taking in portfolios.
  • Analyze tail risks and conduct stress tests based on hypothetical and historical scenarios.
  • Prototype and develop risk reporting and tools to enhance existing vendor risk platforms for the identification and measurement of risks within and across fixed income portfolios.
Requirements
  • Substantial experience in the asset management industry within a fixed income risk or investment/trading department.
  • Deep expertise in investment-grade credit with a strong focus on securitized investments.
  • Strong knowledge of buy-side risk management, investments, and global financial markets.
  • Programming skills to process data and perform computations efficiently.
Preferred Qualifications
  • More than 10 years of direct experience in fixed income risk management at a buyside asset manager.
  • Master's or PhD degree in a quantitative or scientific field.
  • Programming skills in Python.

T. Rowe Price is an equal opportunity employer and values diversity of thought, gender, and race. We believe our continued success depends upon the equal treatment of all associates and applicants for employment without discrimination on the basis of race, religion, creed, color, national origin, sex, gender, age, mental or physical disability, marital status, sexual orientation, gender identity or expression, citizenship status, military or veteran status, pregnancy, or any other classification protected by country, federal, state, or local law.



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