Fixed Income Portfolio Analyst, Securitized Team
Core
Support portfolio management activities for the Securitized team by executing investment strategies, rebalancing portfolios, and monitoring risk exposures.
Role type
Fixed Income Portfolio Analyst
Builds
Client portfolios in structured credit markets and Agency MBS
Domain
Fixed Income / Structured Credit
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Fixed income capital markets knowledge, financial engineering, Python programming, quantitative analysis, portfolio rebalancing, transaction monitoring, risk exposure analysis
Preferred skills
CFA/CAIA certification, post-graduate degree
Technologies
Python, Matlab, R
Responsibilities
Interact with Portfolio Managers and Traders to execute investment strategies; Rebalance portfolios based on strategies, cash flows, and market movements; Monitor positions and verify transaction consistency with client guidelines; Monitor performance, risk exposures, and key market sensitivities; Leverage Python to support and improve investment processes
Seniority
Mid-level, hands-on IC