Quantitative & Risk Analytics (Structured Products: CLOs, ABS, MBS)
About the role
The Portfolio Solutions & Analytics team at Barings is seeking a professional to support the Quantitative & Risk Analytics group. The role will focus on quantitative and risk analytics to help the investment teams make informed decisions in the areas of asset allocation and risk management.
The ideal candidate will have a combination of 5+ years of experience with quantitative and risk analytics focused on public fixed income credit markets, particularly structured products like CLOs, ABS, and MBS. A successful candidate has an understanding of public fixed income credit markets as well as expertise with multi-asset class risk models. Familiarity with various risk metrics and financial risk modeling is required (credit risk, market risk, and liquidity risk).
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
- Aggregate, 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
- Ability to communicate technical concepts to non-technical audiences
- Experience with programming languages: Python, SQL, Matlab, R
Skills
- Fixed Income Analytics
- Fixed Income Risk
- Risk Analytics
Pay
Base Salary Range: $120,000 - $150,000 plus eligibility for additional incentive programs.
Benefits
Core Benefits & Wellness
- Medical (including Virtual Care), Prescription, Dental, and Vision Coverage
- Fitness Center Reimbursement Program (Including Online Memberships)
- Employee Assistance Program (EAP)
- Fertility Benefits
Financial Well-Being
- Highly competitive 401(k) Plan with Company Match
- Health Savings Account (HSA) with Company Contributions
- Flexible Spending Accounts (FSA) - Health Care & Dependent Care
- Retirement Health Reimbursement Account
Life Insurance
- Basic and Supplemental Life Insurance
- Spouse and Child Life Insurance
Time Off, Disability and Leave of Absence
- Paid Vacation, Sick Days and Annual Holidays
- Paid Leave of Absences (Maternity Leave, Parental Leave, Caregiver Leave, Bereavement Time)
- Short and Long Term Disability Plans
- Paid Volunteer Time
Other Benefits
- Education Assistance Program
- Charitable Matching Gifts Program
- Commuter Reimbursement Program
- Adoption and Surrogacy Reimbursement Program