Portfolio Construction Analyst (Fixed Income & Portfolio Risk Analysis)
Core
Develop and enhance fixed income portfolio construction and risk management frameworks, optimize portfolios, and conduct volatility research to support investment decisions.
Role type
Senior quantitative portfolio construction analyst (fixed income)
Builds
Portfolio construction frameworks, risk factor models, optimization tools, and reporting materials for the fixed income investment team.
Domain
Fixed income asset management, quantitative finance, risk modeling
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Portfolio theory, risk modeling, factor analysis, volatility forecasting, optimization techniques, Python, R, MATLAB, SQL, options/derivatives analytics
Preferred skills
Machine learning applied to investment research, CFA designation, experience with AI tools
Technologies
Python, R, MATLAB, SQL
Responsibilities
Develop market and macroeconomic risk factor frameworks, conduct volatility research and correlation dynamics analysis, build optimization tools for portfolio views, analyze position risk in standalone and portfolio contexts, evaluate downside risk management approaches, track trade performance and attribution, present risk research to investment teams
Seniority
Mid-Senior Level, hands-on IC