We are partnered with one of the largest investment firms worldwide seeking talent for their Fixed Income Investment Risk team in Philadelphia. The firm offers a variety of investment products, including index funds and actively managed funds. With roughly $2.3 trillion in assets under management within their fixed income business, this hire will play a crucial part in ensuring strategies are in line with the firm's risk guidelines, working closely with PMs to better construct their portfolios and strategy across the fixed income space.
Summary:
- Hands on research on fixed income exposures across taxable fixed income, municipals, and index investment risk - develop infrastructure to manage fixed income risk exposure
- Evaluate best practice for the fixed income business, research exposures and advise PMs on their positions within firm's guidelines
- Leverage quant skills to improve risk modeling infrastructure, leveraging both in house and external models to better suit PM needs, understanding correlation matrices and risk factors
Qualifications:
- 5 years investment risk experience in fixed income
- Masters degree preferred
- Python, SQL, coding skills needed to improve risk modeling
- Fixed Income Product Knowledge - structured products, HY/EM, money markets, investment grade corporate bonds, ABS/CMBS, CLOs, CMOs
