Quantitative & Risk Analytics (Structured Products: CLOs, ABS, MBS)

Primary Responsibilities

• Effectively communicate primary drivers of risk and performance, as well as the ability to discuss risk factor analysis for portfolios
• Develop new risk & analytics tools to support the investment platforms
• Conduct research and present relevant findings to stakeholders and senior management
• Provide ad hoc quantitative analysis to various stakeholders
• Agregate, manipulate, and translate data into useful solutions to help drive decision making
• Participate in strategy meetings with portfolio managers

Qualifications

• Degree in a quantitative discipline (Math, Engineering, Computer Science, Economics)
• 5+ years of experience in public fixed income markets and/or quantitative and risk analytics
• Experience working with structured products such as CLOs, ABS, and MBS
• Curious, self-starter with an interest in continual professional and personal development
• Strong communication skills, written and verbal, in order to collaborate effectively across internal and external teams
• Familiarity with buy side market risk platforms
• Experience with programming languages: Python, SQL, Matlab, R

Requisite Skills

• Fixed Income Analytics
• Risk Analytics

Additional Skills

• Barings is an Equal Employment Opportunity employer; Minority/Female/Age/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran
• We welcome all persons to apply.
• Barings Offers a Comprehensive Benefits Package Including CORE BENEFITS & WELLNESS