Portfolio Manager – Non-Agency Securitized Products – Tactical & Accrual Trading
Core
Develop and execute trading strategies in non-agency securitized products (RMBS, ABS, CLOs) to achieve target risk and return profiles for the Global Markets Investment and Liquidity Portfolio.
Role type
Senior IC fixed income portfolio manager (proprietary trading)
Builds
Proprietary fixed income portfolios
Domain
Fixed income, securitized products, capital markets
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Fixed income trading, non-agency securitized products expertise, risk management, relative value analysis, credit derivatives knowledge, interest rate derivatives knowledge, hedge accounting, accrual accounting
Preferred skills
RMBS up-the-stack expertise, North American/international investment banking knowledge, credit issues knowledge, industry trends knowledge
Technologies
Credit derivatives, interest rate derivatives
Responsibilities
Develop and implement portfolio strategies, cultivate relative value and trading ideas, maximize profit while minimizing bank exposure, align macro and idiosyncratic risk globally, support execution of operational/tactical strategies
Seniority
Senior, hands-on IC