A major Asset Management Firm is currently hiring a Senior Risk Analyst to join their Fixed Income Investment Risk team in NYC.
The firm manages over $1 Trillion in global assets, and this hire will cover all Active and Passive Fixed Income strategies. Ideally the hiring team are looking for a blend of experience across a variety of product types: Corporate Bonds and CDS/CDX, Municipal Bonds, US Treasuries, MBS and Securitized Products. Additional exposure to FX and/or Rates and their derivatives is a plus.
Risk Management at the firm is tightly integrated with the investment process, so this candidate will be working directly with PMs and Quant Researchers to optimize risk-aware portfolio construction and optimization. For this role, you will need a strong understanding of risk factor models, bond math, curve construction, and custom factor research to supplement vendor models (Aladdin, RiskMetrics, etc.).
Requirements:
- 5+ years of experience in a quantitative risk role covering fixed income trading/investing at a bank or asset manager
- Fixed income market expertise, primarily corporate bonds, municipal bonds, and securitized products
- Prior experience utilizing Aladdin, RiskMetrics, PORT, or similar vendor risk models
- Proficiency in Python/SQL
