4 дня назад
Junior Fixed Income Portfolio Manager (AI/Python)
112 000 - 168 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Junior Fixed Income Portfolio Manager (AI/Python): Building and managing government bond and agency MBS portfolios through quantitative analysis, portfolio construction, trade execution, and AI-enabled tools with an accent on rates markets, mortgage-backed securities, and macroeconomic analysis. Focus on modeling yield curves and spreads, analyzing prepayments and market dynamics, executing fixed income derivatives trades, and automating investment workflows with Python and AI.
Location: New York, NY, US. Hybrid work model requiring a minimum of three days in the office each week; full-time onsite work is also available. The position is not eligible for full-time teleworking and does not offer visa sponsorship.
Base salary: $112,000–$168,000 per year.
Company
provides reinsurance, insurance, and insurance-based risk transfer solutions, managing risks including natural catastrophes, climate change, and cybercrime.
What you will do
- Execute trades across government bonds, agency mortgage-backed securities, interest rate swaps, futures, and other fixed income derivatives alongside Senior Portfolio Managers.
- Conduct quantitative investment analysis and portfolio construction, including scenario testing, curve and spread modeling, and prepayment analysis.
- Analyze yield curve dynamics, agency MBS, macroeconomic developments, and broader fixed income market trends.
- Develop and enhance AI- and Python-enabled tools using Bloomberg data for investment research, portfolio monitoring, market analysis, and trade execution insights.
- Engage with investment bank economists and strategists and contribute market insights to investment discussions.
- Monitor portfolio risk and performance and support trade booking, P&L reconciliation, reporting, and investment materials.
Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, or a related analytical field.
- Up to 3 years of experience in fixed income trading, quantitative investment research, or asset-liability management, preferably in a bank, asset manager, or insurance company.
- Foundational knowledge of rates, mortgage-backed securities, yield curves, derivatives, and financial markets.
- Strong data analysis skills and the ability to learn and use modern technology and AI tools.
- Exposure to quantitative modeling, statistical analysis, or portfolio construction through coursework, internships, or professional experience.
- Ability to work independently, take ownership, proactively identify improvements, and collaborate effectively.
Nice to have
- Progress toward a professional designation such as CFA.
- Experience with Python, Bloomberg, Aladdin, or other investment and risk systems.
Culture & Benefits
- Work in a market-driven and intellectually challenging investment environment.
- Collaborate with a globally distributed Rates & ALM team located in New York, London, Zurich, and Hong Kong.
- Contribute to an inclusive workplace that supports diverse perspectives and professional development.
- Use AI-powered tools in the application review process, with final hiring decisions reviewed by people.
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