Multi Manager and Multi Billion Hedge Fund is looking to attract a FI/Rates Portfolio Analyst for a new team build.
The hiring manager will welcome those coming from Market Risk, Product Control, Vals or Macro pricing who want to step up into a more analytical role.
Key Duties will include but not limited to;
* Detailed PnL analysis
* Curve construction/design/analysis
* Model enhancements and optimisation
* IR sensitives
* P&L construction and attribution analysis - market movements (Greeks-based PnL attribution) and other explanations for the drivers of performance.
* Supporting quant models for attribution
* Intraday firm wide pricing and risk
Experience required
* Strong Fixed Income/Rates knowledge
* Product Control/Vals or Market Risk/Pricing background
* Analytical experience across P&L/Vals/attribution
* Curve construction/modelling not a prerequisite but desire to gain said exposure
* Hedge Fund or Sell Side