VP, Sr Fixed Income Risk Analyst

Company:
Michael Page International - US
Location:
New York City, NY
Job Type:
Full Time
Category:
Asset Management
Posted:
4/24/2013

Job Description


This role will require extensive collaboration with both portfolio management and trading teams and the candidate will need to combine a deep understanding of the credit fundamentals that drive the municipal bond market with quantitative metrics of portfolio risk. Ideally the candidate will have formal credit training and will have advanced degrees or professional experience in quantitative finance.

The ideal candidate will have:
  • Understanding of the sectors and primary drivers of credit-worthiness in the municipal market.
  • Demonstrated understanding of the statistical and theoretical issues surrounding the joint measurement and estimation of volatilities, correlations, tail risks and marginal/component analysis of variance.
  • Comprehensive knowledge of market relevant measures of risk.
  • Programming skills including SQL, Excel/VBA and a statistical software package.
  • Experience with credit analysis of financial firms or high yield corporates a plus.
  • Experience modeling structured products a plus.

     

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