Risk and Quantitative Solutions Analyst
Required skills
A master's degree with 3 or more years of relevant experience in risk management, quantitative analysis, securitization modeling, or a related field; or A bachelor's degree with 5 or more years of relevant experience in the areas above. Knowledge of factor based fixed income investment risk management, security analytics, and market dynamics. Experience with U.S. core, structured product and other fixed income asset modeling is a plus. Working knowledge of Excel, Python or R, and Bloomberg.
Preferred skills
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Technologies
Excel, Python or R, Bloomberg.
Responsibilities
Conduct advanced quantitative and qualitative analyses across Fixed Income and Multi-Asset portfolios. Communicate ideas, insights, and recommendations to Portfolio Managers to help inform portfolio construction decisions. Advise Portfolio Managers on the risk characteristics of their portfolios. Proactively conduct portfolio reviews to identify key investment risks, risk concentrations, and emerging risk themes. Perform quantitative analyses and provide recommendations to support internal portfolio risk guidelines. Present analytics, findings, and recommendations to Fixed Income investment teams and oversight groups. Represent Capital Group's risk management practices in internal and external meetings. Communicate risk management processes and policies to external clients. Educate clients on Capital's portfolio risk process, considering each client's specific needs, objectives, and concerns. Develop and enhance frameworks for risk monitoring, reporting, and analysis. Develop risk methodologies and scenario analysis capabilities to improve risk assessment for Fixed Income portfolios. Build and enhance top-down and bottom-up portfolio risk reports to identify, explain, and monitor major portfolio risks. Perform quantitative analyses and provide recommendations for system solutions required for client, internal, and regulatory risk analysis.
Seniority
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Domain
Fixed Income, Multi-Asset, Risk Management, Quantitative Analysis