Senior Risk Analyst - Fixed Income

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. Risk is not a policing function, this will be more like risk advisory for the business, looking broadly across all fixed income funds and investment groups in the USA.

For this role, you will need a strong understanding of risk factor models, portfolio risk metrics across multiple products / strategies, bond math, yield and duration strategies, and custom factor research to supplement vendor models and systems if needed (Aladdin, RiskMetrics, etc.).

Requirements :

• 5+ years of experience in an investment risk role covering fixed income trading / investing at an asset manager, hedge fund, or sell side asset management team
• Fixed income market expertise : combination of US HY / IG corporate bonds, credit derivatives, municipal bonds, and securitized products, EM debt, and / or European credit
• Prior experience utilizing Aladdin, RiskMetrics, PORT, or similar vendor risk models
• Excellent written and verbal communication
• Proficiency in Python / SQL