Responsibilities

• Monitor portfolio, interest rate, currency and credit risk exposures
• Construction of model portfolios
• Quantitative Investment analysis
• Work closely with portfolio managers, traders and credit analysts
• Produce portfolio management reports
• Monthly portfolio attribution and performance analysis
• acting as the analytics and problem solving base for different areas of the business, producing on a monthly and quarterly client reports and assisting with any project work or ad hoc requests.
• Create detailed reports for clients, communicate results to portfolio management teams and create commentary for marketing and sales teams.

Requirements

• Undergraduate degree in economics/maths or Science field (min 2.1)
• CFA/MSc/MBA preferred
• Minimum 3-5 years experience in fixed income
• Excellent quantitative skills
• Strong understanding of credit
• Understanding of reporting and risk mertics
• Understanding of fixed income attribution
• Excellent Excel and modelling skills - VBA/Python/SQL desirable
• Strong attention to detail.
• Excellent interpersonal skills