The role will also require the individual to support the global agency securitized and covered bond team with credit and cross sector relative value analysis.
Job Requirements
- Minimum BA/BS from an accredited university, with MBA, PhD or MA in mathematics, economics, or engineering preferred.
- Two plus years of professional experience in credit derivatives and/or US equities at a market leading institution. The individual should have strong market knowledge with experience in a broad array of fixed income instruments including structured products.
- Through understanding of the credit oriented fixed income markets and securities within the asset class. The individual should have prior direct trading or trading analytic experience.
- Derivative instrument expertise combined with strong analytical skills and experience in asset management and trading (specifically credit derivatives)
- Good working knowledge of bond and financial market calculations and portfolio management concepts. The ability to leverage proprietary and standard market tools and databases for information and decision-making requirements (Bloomberg, Reuters's, Blackrock, Barra)
- Strong verbal and written communication skills with the ability to communicate complex financial concepts and effectively articulate investment arguments.
- Decisive decision maker with excellent research, analytical, quantitative and problem solving skills.
- Ability to adapt quickly to rapidly changing market environments
- Strong communication skills with the ability to effectively communicate with senior management, as well as internal stakeholders and clients.
- Detail-oriented with ability to multi-task effectively.
- Strong PC skills that includes experience with Microsoft office (including Power Point).
- Highly motivated, self-starter with ability to work independently.
- Strong team player with the ability to work as part of a global team in the development of trading and investment strategies.
- Fluent in English.
- Availability to cover US trading hours.
Specific position deliverables/scope of position
- Trade all equity and credit instruments with focus on ETFs, listed options and futures, single name CDS and credit index derivatives. Ability to trade cash equity and OTC derivatives might be required.
- Monitor portfolio activity, positions and trade strategies to support the daily portfolio P&L process and risk exposure reporting.
- Constantly follow and analyze underlying portfolio activity in the specific asset classes and analyze both market and portfolio changes.
- Conduct market research and relative value analysis to identify opportunities within specific areas of focus.
- Support the broader cross sector relative value analytic framework for the Global IIM team.
- Provide market insight on a regular basis to share with the global team and senior management. Produce high quality market analysis and reports.
- Contribute in developing the analysis of market flows and technical factors in the credit and structured product markets.
- Participate actively in managing the tactical AA position in the specific asset class and rebalance/review according to the investment process framework.
- Based on portfolio analysis and market judgment, pro-actively come up with ideas for tactical AA - OTC derivatives structuring.
- Close interaction with the CIOO Asset Allocation team as well as other CIOO functions.
- Liaise with other Asset Management front office functions and develop strong relationship to improve two way communications.
- Liaise with Middle Office, Operations and Risk as required.
- Develop strong service relationships with external counterparties and brokers, gain insight in market dynamics. Existing relationships with institutional investors, brokers and counterparties preferred.
Specific requirements of position and experience/qualifications
- Two plus years of professional experience in credit derivatives and/or US equities at a market leading institution.
- Strong market knowledge with experience in a broad array of fixed income instruments including structured products.
- Thorough understanding of the credit oriented fixed income markets and securities within the asset class. The individual should have prior direct trading or trading analytic experience.
- Derivative instrument expertise combined with strong analytical skills and experience in asset management and trading (specifically credit derivatives).
- Good working knowledge of bond and financial market calculations and portfolio management concepts. The ability to leverage proprietary and standard market tools and databases for information and decision-making requirements (Bloomberg, Reuters's, Blackrock, Barra).
*The Company is an equal opportunity employer. It is the practice of the Company to recruit, hire and promote without regard to race, religion, color, national origin, sex, disability, age, pregnancy, sexual orientation, marital status, military status, or any other characteristic protected by law. Decisions on employment are based solely on an individual's qualifications for the position being filled.
*During the recruitment process, reasonable accommodations for disabilities are available upon request. If contacted for an interview, please inform the
Recruiter/HR professional of the accommodation needed.
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