Buyside Fixed Income Quantitative Risk Associate

  • Competitive Base & Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 21 May 19

Support the portfolio risk management team of a prestigious fund.

Responsibilities:

  • Support senior management decision making through the evaluate and review of risk policy including critical analysis and review as well as update risk procedures for all rates portfolios
  • Prepare ad-hoc quantitative analysis to investigate changes in risk due to volatility, market conditions, as well as evaluate stressed conditions
  • Analyze portfolio level risk factors including but not limited to intraday risk, liquidity risk, return on capital, and hedge effectiveness
  • Prepare Working Capital analysis and optimization metrics
  • Perform ad hoc analysis and respond to queries from portfolio management, compliance, legal, and other internal teams

Requirements:

  • 1-3 years’ experience within derivatives trade support, research, model validation/pricing or risk management
  • Experience within the Risk Advisory team of a top tier Management Consulting firm preferred
  • Knowledge of derivatives risk, analysis and trading strategies, specifically covering fixed income, FX or Commodities
  • Desire to work in a dynamic, demanding environment.
  • Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
  • Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
  • Bachelors / Master’s degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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