You will be a member of the Integrated Analytics Team (IAT) within Enterprise Risk Management. The IAT provides support in the development, deployment, and documentation of tools and methods for assessing various aspects of market, credit, operational, and liquidity risk. This AVP position is focused on developing portfolio tracking and monitoring tool for Investment Portfolio in Global Treasury. Our client Investment Portfolio mainly consists of various structured and non-structured fixed income instruments.
- Monitor market trends across fixed income domain to assist in advising on strategic and tactical positioning
- Conduct quantitative analysis and assist in developing models/tools relevant for each asset class as well as various economic scenarios and analyzing how those scenarios impact our portfolio
- Support the Investment Managers and second line risk oversight with ad hoc analysis
- 3-5 years of experience in fixed income investments or research
- Master's Degree in Finance, Economics, or other related area
- Experience in modeling and performing analysis on fixed income securities
- Solid programming skill in VBA, R or Python