Quantitative Portfolio Manager

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Our international partner company is looking for a Quantitative Portfolio Manager.

You will:

Follow trends in the portfolio related to asset performance, pricing and funding rates, haircuts, and counterparty performance.
Coordinate with strategists to produce comprehensive reporting on asset management, risk, and stress analysis.
Develop pricing tools and improve monitors for over-the-counter assets including ABS and MBS.
Maintain a database of counterparty credit information, develop a proprietary grading system, and monitor counterparty strength and disputes.
Report trends and escalate concerns to traders and management as appropriate.
Maintain existing tools and systems.

You should have:

Strong communication skills; you will need to effectively relay information, with varying levels of technical detail expected, between the trading desk, management, and the risk department
Ability to analyze data quantitatively, summarize key takeaways, and tell a story
Experience in working with large, semi-structured datasets, cleaning them and finding relevant patterns
Strong programming skills, preferably in a script language like R or Python
A willingness to learn new technologies, particularly kdb+/q

It helps if you also have:

Bachelor’s Degree in a quantitative field
Experience in a market risk, credit risk, margin financing (repo or TRS), or trading desk role in securitized and/or corporate credit markets
Experience in front end web technologies, i.e. Javascript/HTML/CSS
Knowledge of kdb+ (ideal) or R (helpful)

What can our partner offer:

A position with high visibility as you will work directly with the management of the SMF business and the Firm’s Risk Department to assess the construction of the portfolio and identify market opportunities
A central role in determining the best strategy on asset risk and exposure. This will encompass coordinating and aggregating current metrics and recommending next steps
Flexible working hours and the possibility to work predominantly from home (post-pandemic)
A supportive and helpful team that will allow you to build your skills

Apply for job

Our international partner company is looking for a Quantitative Portfolio Manager.

You will:

Follow trends in the portfolio related to asset performance, pricing and funding rates, haircuts, and counterparty performance.
Coordinate with strategists to produce comprehensive reporting on asset management, risk, and stress analysis.
Develop pricing tools and improve monitors for over-the-counter assets including ABS and MBS.
Maintain a database of counterparty credit information, develop a proprietary grading system, and monitor counterparty strength and disputes.
Report trends and escalate concerns to traders and management as appropriate.
Maintain existing tools and systems.

You should have:

Strong communication skills; you will need to effectively relay information, with varying levels of technical detail expected, between the trading desk, management, and the risk department
Ability to analyze data quantitatively, summarize key takeaways, and tell a story
Experience in working with large, semi-structured datasets, cleaning them and finding relevant patterns
Strong programming skills, preferably in a script language like R or Python
A willingness to learn new technologies, particularly kdb+/q

It helps if you also have:

Bachelor’s Degree in a quantitative field
Experience in a market risk, credit risk, margin financing (repo or TRS), or trading desk role in securitized and/or corporate credit markets
Experience in front end web technologies, i.e. Javascript/HTML/CSS
Knowledge of kdb+ (ideal) or R (helpful)

What can our partner offer:

A position with high visibility as you will work directly with the management of the SMF business and the Firm’s Risk Department to assess the construction of the portfolio and identify market opportunities
A central role in determining the best strategy on asset risk and exposure. This will encompass coordinating and aggregating current metrics and recommending next steps
Flexible working hours and the possibility to work predominantly from home (post-pandemic)
A supportive and helpful team that will allow you to build your skills

Apply for job