A Global Asset Manager is hiring a Quant Risk Analyst to join the Active Fixed Income team in the Philadelphia area.
This is a trade floor-based risk role, sitting with the PMs/Traders and discussing performance and risk analytics on a daily basis. For this role, the team wants a quantitative specialist to support the active fixed income investment business with a focus on their corporate, government, municipal bond strategies.
The group has been developing in-house risk + pricing models for investments across the fixed income universe. This hire will support the front office by performing custom factor research, risk model enhancement, bond + derivative pricing modelling, and portfolio construction research.
As the active fixed business evolves, so will this role - you're partnering with ALL fixed income PMs on portfolio construction and risk decisions.
Requirements:
- 6+ years of experience in a quantitative risk function
- Expertise developing risk models and pricing analytics for fixed income trading
- Product knowledge: HY/IG corporate bonds, bond ETFs, municipal bonds, MBS and securitized products, Treasuries and UST futures, US rates derivatives, FX options
- Experience at an asset/investment manager or the asset and wealth management division of a major investment bank
- Familiarity with MSCI RiskMetrics, Aladdin, and other vendor models
- Proficiency in Python + SQL