Fixed Income Portfolio Analytics - Asset Management, London

Responsibilities

Work closely with Portfolio Managers and risk management team
Provide expert Quantitative analytics in for Fixed income portfolios
Monitor and asses portfolio positioning and adjust risk exposures where necessary
Portfolio construction
Produce portfolio management reports
Training and development of more junior members of the team
Commentary - explaining the source of excess returns
construction of model portfolios

Assist with the operational build-out of reporting processes
acting as the analytics and problem-solving base for different areas of the business, producing on a monthly and quarterly client reports and assisting with any project work or ad hoc requests.
Create detailed reports for clients, communicate results to portfolio management teams and create commentary for marketing and sales teams.
Produce monthly performance attribution deliverables.

Requirements

Minimum 5 years experience in Fixed Income
Undergraduate degree essential (maths, statistics or finance-related field)
CFA, MBA or other further qualification
Excellent understanding of credit/private credit, convertible bonds and private equity and structured credit
Highly proficient with Excel
VBA knowledge would be a huge benefit,
Python and SQL desirable
Understanding of reporting and risk metrics
Understanding of fixed income attribution
Strong attention to detail.
Excellent interpersonal and communication skills

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