AVP -Fixed Income Portfolio -Monitoring & Strategy

My client is an insurance firm, currently looking for a candidate with 4-5 years' experience in fixed income portfolio analysis. This is an excellent role for those who enjoy investment strategy, as you will be working closely with the CIO to draft investment strategy for committee review. Stable and healthy career prospects in place for the right individual.

Job Responsibilities:

• Conduct analytical assessment of portfolio in order to maximize risk adjusted returns
• Monitor market conditions and the potential impact on the portfolio
• Propose strategies and changes to portfolio to enhance risk adjusted return
• Work as part of cross-functional teams on various initiatives, such as Asset Liability Management, portfolio benchmark review, and product development, where relevant
• Build portfolio models to support portfolio management
• Assess impact of changes in regulations and/or accounting rules to identify risks/threats and opportunities to investment performance
• Review the performance and develop expertise for security lending
• Support optimization of cash management
• Monitor portfolio position (e.g. liquidity, duration, asset mix, credit quality, etc.) to compliance against the portfolio parameters and policies
• Support quarterly report for Investment Committee meeting
• Enhance investment processes and infrastructure

Requirements :

• 5-8 year experience in analytics or investment particularly on fixed income market; solid understanding of US fixed-income market and asset classes
• Experience in quantitative finance is advantageous
• Knowledge of macro and micro economics and its interaction with fixed income assets
• Portfolio and risk management knowledge
• CFA designation or pursuing CFA designation or similar is an advantage
• Knowledge of investment tools is useful (e.g. Bloomberg or Reuters)

Understanding of ALM concepts