My client is looking to hire a senior investment risk manager with strong fixed income rates and fx experience for their Boston office.
Responsibiliies:
• Investment risk analysis across their fixed income portfolio, analysing Fixed Income Rates, Bonds, Inflation Swaps Futures,
• Liaising with Portfolio Managers to refine analyses and communicate key portfolio findings.
• Quantitative approach to analyse risk metrics such as VaR, liquidity, market risk measures
Experience:
• Degree in STEM discipline: E.g. Maths, Physics, Engineering
• 5 - 10 years experience in investment or market risk analysis of Fixed Income portfolios
• Must have excellent knowledge of Interest Rates, Swaps, Options and pricing of instruments
• Excellent communication skills
