Quantitative Analyst - Fixed Income Risk

Analytic Recruiting Inc.
Washington, DC
Sep 17, 2020
Sep 20, 2020
Full Time
Responsibilities: Work directly with Fixed Income Risk Managers to identify portfolio risk exposure Using MSCI Risk Products and Bloomberg PORT models-pull together risk analysis for the firm's risk management Run Reports and provide analysis and commentary on portfolio risk exposures Author risk reports that highlight changes in risk concentration, risk exposure, and tail risk Provide real-time "dashboard" risk information that can be useful to the PM's asset allocation strategies Produce ad-hoc prototype risk analytics using Python, R, Matlab, Excel and working with a dedicated tech team Work on risk measurement and portfolio valuation models Requirements: 2+ years of fixed income quantitative risk management experience with an asset manager Quantitative degree is a requirement, BS or MS (Computer Science, Engineering, Economics, Finance) Must have programming experience (Python, R, Matlab, SAS) Must have experience with statistical modeling and fixed income analytics Must have superior oral and written communication skills- the role requires daily interaction with PM's and senior investment and risk managers. The candidate must have experience independently authoring detailed analysis and commentary that will highlight fixed income portfolio risk issues Must have experience with MSCI and Bloomberg PORT Risk Models and Applications The company will only look at Candidates who have Permanent Resident status or are US Citizens Keywords: Risk Reporting, Fixed Income, Commentary, MSCI, Barra One, Bloomberg PORT, Matlab, Real-Time Analytics, Dashboards, Portfolio Risk Management Please send resumes to Jim Geiger jeg@analyticrecruiting.com