Fixed Income Analytics And Risk Analyst Jobs

Documenting model implementation details, tests, and findings for model validation review, in accordance with Firm’s Model Risk Management policies and framework.

Excellent communication and presentation skills (ability to engage in concise, effective discussions).

Excellent written skills (ability to produce well-structured technical model documentation).

Knowledge of Numerix and/or Bloomberg a plus.

Good understanding of fixed income pricing models and products.

Ability to work without significant direct supervision.

Provides periodic analysis and commentary on key market risks for senior management review

Keeps abreast of new risk management techniques and industry literature

Demonstrates governance, control, and risk management behaviors in alignment with policies and practices

Proficient in interpersonal communication (both oral and written) and effective communication with all levels of staff and management

4-year degree in quantitative or financial field or equivalent experience

5+ years of related analytical experience

Provides analytical project management support for assigned area with some guidance

Interprets findings, prepares standard and ad-hoc reports, and delivers results to management.

Experience in quantitative finance and technology preferred

Liaises with model developers, model reviewers, auditors, and other LOB team members, etc. as needed to fulfill improvement plan requirements.

Analyzes and defines requirements for business process improvement,

3+ years experience is required

Strong interpersonal skills and experience with interacting with senior management, investment professionals and clients

Exceptional organizational and task/project management skills. Ability to manage multiple people and priorities to specific deliverable timelines

Actively participate in training, career development and management of junior analysts in both rotational and full-time roles

About PGIM – Global Asset Management

Regularly engage with portfolio managers, portfolio analysts and desk heads to discuss risk aspects of portfolio positioning

Manage client/portfolio onboarding and account maintenance including coordination with Client Advisors, Client Onboarding, Compliance, Portfolio Analysts and Portfolio Managers, as necessary

Support change management projects and process improvement initiatives

Manage business license and property tax correspondence for accurate tracking and compliance

1-2 years of fixed assets and accounting responsibilities

Intermediate to advanced knowledge of Excel

Excellent analytical, critical thinking and problem-solving skills

Strong hands-on working knowledge of SAP is a plus

Strong interpersonal skills and experience interacting with senior management and seasoned investment professionals

Necessary Job Skills / Experience

Begin to independently risk manage mandates and other aspects of the risk framework, reporting to more senior members of the team

Bachelor’s degree, preferably with concentration(s) in Finance, Economics, Mathematics, Business, Data Analytics or Engineering

5+ years fixed income investment experience

Demonstrated skills as a team player and capable of working independently

3+ years of proven experience in risk management, research, or portfolio management.

Expertise in fixed income products, investments, and portfolio construction techniques; Experience of equity risk management also a plus.

Regular monitoring of portfolio risks and presenting pertinent analyses on markets, portfolio risk and performance drivers to portfolio management teams

Helping portfolio managers with portfolio construction and scenario analysis

Experience with Aladdin infrastructure and production process highly desired and a strong plus

Extensive experience with factor models, scenario analysis, stress-testing, performance attribution, and other risk-related metrics and tools

3+ years of proven experience in risk management, research, or portfolio management.

Expertise in fixed income products, investments, and portfolio construction techniques; Experience of equity risk management also a plus.

Regular monitoring of portfolio risks and presenting pertinent analyses on markets, portfolio risk and performance drivers to portfolio management teams

Helping portfolio managers with portfolio construction and scenario analysis

Experience with Aladdin infrastructure and production process highly desired and a strong plus

Extensive experience with factor models, scenario analysis, stress-testing, performance attribution, and other risk-related metrics and tools

Support effective investment risk data governance: document and present risk data policies to senior management for approval and publication, and implementation

0-3 years of investment risk data management, supporting data integrity efforts, compiling metrics and demonstrating service level improvements

Interest in working with Fixed Income analytics and risk management systems

Work directly with quantitative analysts and portfolio managers to document and validate business rules (e.g. data transformation, enrichment and exception criteria)

Ability to work with variety of colleagues in terms of skills, roles, and backgrounds

BS/MS in either Information Systems, Finance/Economics or Computer Science