Portfolio construction and risk team is an integral part of fixed income and liquidity solutions. The team is responsible for:

monitoring all fixed income mandates’ positioning, risk and performance,overseeing investment process across all desks, and collaborating with senior PMs to drive and contribute to process improvements,owning and improving proprietary fixed income risk model,establishing the platform’s risk frameworks and thresholds

 

Daily tasks of the team include recurring risk and performance monitoring and analysis, leading discussion forums about the same with CIOs and senior investors – offering insights, making recommendations, and asking questions, working closely with senior PMs to improve investment and risk monitoring processes, and collaborating with quantitative strategists on risk model updates and investment tools.

Skills required for this role are:

Strong analytical and quantitative backgroundFixed income and/or investment risk management experience is a requirementExperience dealing with open-ended problems and projectsExcellent follow-throughProcess-oriented mindsetExcellent communication, and comfortable with multi-stakeholder projects and interactionsProgramming skills are a plus

 

The expectation of the VP hire is to be able to ramp up quickly and operate with a large degree of independence in a short time