A top-5 Global Asset Manager is looking to build out their investment risk management team covering fixed income heading into the new year. The Asset Manager has over 15,000 employees and a presence in more than thirty countries, and have grown more than 8% this year despite the impact from COVID-19.
The Investment Risk Management group is responsible for developing effective communication with the investment and portfolio management teams to help them understand the specific risk drivers in their portfolios, assisting with the portfolio construction process, and providing technical expertise to help PMs optimize their strategies to maximize risk adjusted returns. The firm is ideally looking to begin the interview process first week of January, with an offer out sometime in February or March.
- Use analytical resources to develop and enhance risk-return analysis, including performance attribution, multi-factor risk models, scenario analysis, and stress testing
- Develop actionable insights to influence the investment process and enhance risk-adjusted returns
- Lead ad-hoc research and develop risk analytics to enhance the firm's understanding of risk and how to manage it through risk-aware portfolio construction
- Work closely with the Portfolio Management and Quant teams on optimization efforts
- Conduct collaborative research with the investment risk team to find new, innovative ways to approach risk management and build new risk management tools
- Develop strong relationships with the portfolio management groups to provide effective challenge
- Report directly to the Head of Fixed Income Investment Risk
- 3+ years of experience in a research, quantitative risk, or market risk position
- Experience working on a trading desk, either for the buy or sell side
- Strong knowledge of fixed income products, especially rates and credit
- Experience with R, SQL, VBA, Python is preferred
- High level of energy
- Excellent verbal and written communication skills