By becoming a GARP member you become part of a global community of financial risk professionals.
Learn More
|
|
|
 |
Job Summary |
|
|
|
|
|
|
|
Job Description |
|
|
As part of our Investment Risk Management Team, the Quantitative Researcher works with the Fixed Income Investment Management Group to develop risk analysis and models including yield curve, term structure, convexity, optionality, credit, multifactor projections of tracking error and performance attribution. You'll apply your expertise to evaluating existing models and participate in the development of new models of risk and expected return for fixed income portfolios and strategies, and recommend new and enhanced risk management techniques. You also will support portfolio management groups to enhance their use of quantitative analytical techniques and help implement financial theory to create practical, applicable risk analysis and performance attribution.
| NOTES: |
Additional Salary Information: Commensurate
|
|
|
|
|
Requirements |
|
The ideal candidate will have:
- Advanced academic credentials in mathematics, applied science, finance, or a related field. CFA preferred.
- Eight to ten years of related analytical work experience, with two to four years experience with fixed income risk management and quantitative analysis.
- Experience with municipal risk modeling helpful; familiarity with equity risk management a plus.
- Demonstrated track record of conceptualizing, creating, and executing new risk management initiatives.
- Strong computer programming skills including SAS, SQL, VB and Matlab.
- Superior interpersonal and communication skills and the ability to thrive in a team-oriented environment.
|
|
|
| |
|
|
|
