Fixed Income Portfolio Analyst, Securitized Team

Responsibilities

• Interacting closely with Portfolio Managers and Traders to ensure timely and accurate execution of investment strategies across client portfolios
• Rebalancing portfolios in response to investment strategies, cash flows, benchmark changes, market price movements and changes in client guidelines
• Making sure transactions are consistent with client guidelines
• Collaborating with various areas of the firm to improve processes and minimize operational risks
• Maintaining oversight of performance, risk exposures, and key market sensitivities of positions in portfolios
• Leveraging Python skills to support/improve the implementation/investment process

Qualifications

• Demonstrated strong understanding of, and interest in, fixed income capital markets (in particular structured credit markets and Agency MBS), financial engineering and investing
• Advanced analytical skills, a quantitative orientation, and a detail oriented mindset
• Proficient programming skills in Python, or Matlab/R
• Ability to work well under pressure and prioritize tasks
• Strong interpersonal skills to interact effectively with investment and other business professionals around the firm
• Ability to think creatively and initiate projects that lead to improved implementation of strategies and trades
• Strong academic credentials

Pay

no range available

Schedule

Not specified