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Analyzes Corporate Bond portfolio for investment and hedging purposes. Understands all bond features such as calls, puts, and sinking funds.
Develop a corporate credit analysis framework for the firm, providing input on items such as concentration guidelines, internal ratings and risk limits.
Serves as internal expert on bond market trends and product features.
Responsible for managing and presenting departmental analyses to mid-level management. May work in product development, ALM or Modeling Support and will participate in the research, design and implementation of trading/hedging strategies, as well as general quantitative modeling thought leadership.
Consults with practitioners, the academic community and other financial institutions in researching the development of risk management models for new and existing products.
Applies knowledge of quantitative finance, actuarial science and/or scientific computing.
Responsible for overseeing the development of various analytic models, which may include sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.
Requires a graduate degree in mathematics, actuarial science, finance, business, or related field with at least 7 years relevant work experience OR Bachelor's degree and FSA/CFA/Equivalent Designation plus 7 years relevant work experience OR Bachelor's degree plus 10 years relevant work experience.
Highly preferred to have extensive experience with commercial credit analysis software such as Risk Frontier, CreditEdge or RiskCalc. FinCad experience also desirable.
Must possess professional understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.
Must possess excellent communication skills.
Internal Number: 4563065
About Integrated Management Resources
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