Senior Risk Manager, Fixed Income

7 days ago


Baltimore, Maryland, United States T Rowe Price Group, Inc Full time
Job Summary

We are seeking a highly skilled Senior Risk Manager to join our Fixed Income team at T. Rowe Price Group, Inc. As a key member of our Investment Risk team, you will be responsible for identifying, measuring, monitoring, and mitigating risks in our Fixed Income portfolios.

Key Responsibilities
  • Review and interpret fixed income risk analytics and dashboards to identify key portfolio 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.
  • Develop and maintain risk reporting and tools to enhance existing vendor risk platforms.
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.
What We Offer
  • Competitive pay and bonuses.
  • Flexible and remote work opportunities.
  • Health care benefits.
  • Tuition assistance.
  • Wellness programs.


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