A Global Asset Manager is hiring a Quant Risk Analyst to join the Fixed Income team in the Philadelphia area.
This is a trade floor-based risk role, sitting with the PMs/Traders and discussing performance and risk analytics on a daily basis. For this role, the team wants a quantitative specialist to support the active fixed income business with a focus on their municipal bond investments.
The group has been developing in-house risk + pricing models for investments across the fixed income universe, and this quant hire will support by performing custom factor research, risk model enhancement, and bond + derivative pricing modelling.
As the municipal bond strategies continue to grow, so will this role - you're partnering with the PMs on portfolio construction and risk decisions.
Requirements:
- 6+ years of experience in a quantitative risk function
- Expertise developing risk models and pricing analytics for municipal bond trading
- Experience at an asset/investment manager or the asset and wealth management division of a major investment bank
- Familiarity with RiskMetrics, Aladdin, and other vendor models
- Proficiency in Python + SQL
