Fixed Income Portfolio Analyst
4 weeks ago
The Fixed Income Portfolio Analyst will be responsible for performing quantitative analysis of the firm's investment portfolio, including fixed income portfolio analysis, credit exposure monitoring, income forecasting, and risk management for an asset manager overseeing a $140 billion+ portfolio.
Key Responsibilities
- Collaborate with a small team of investment professionals on tactical and strategic asset allocation and risk management of the firm's investment portfolio.
- Monitor the investment portfolio daily, including P&L estimates, credit exposure, cash balances, FX exposure, and derivatives exposure.
- Communicate daily with external investment managers on market and credit events, investment activities, performance tracking, and review, and compliance to investment guidelines.
- Conduct monthly and quarterly analyses and reports on market data, asset allocation breakout, portfolio risk exposure, and business unit breakout.
- Work with senior members of the investment team on short-term and strategic portfolio optimizations that rely on data, portfolio analytics, and technology.
- Advance and streamline the team's quantitative and qualitative investment processes to improve efficiency and effectiveness, increase scalability of data and analytical solutions, and improve access to information and knowledge sharing.
- Strong quantitative and computer modeling skills, including extensive knowledge in Microsoft Excel and databases.
- Superior oral and written communication abilities.
- Deeply motivated self-starter able to proactively assume responsibility and add value to the investment process.
- Self-confidence necessary to interact with senior executives on a day-to-day basis.
- Highly organized and detail-oriented.
- Demonstrated track record of successful project/task completion under tight deadlines with minimal supervision.
- Exposure to fixed income a plus; preferably at an asset management firm, insurance company, or portfolio analytics vendor.
- Knowledge of analytical tools a plus: Aladdin.
- BA/BS required, preferably in finance, mathematics, engineering, or computer science.
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