Fixed Income Portfolio Manager
- Employer
- GWN Capital Management Ltd.
- Location
- Toronto (Region), Ontario (CA)
- Salary
- $200,000 - $250,000 CAD annual salary range
- Closing date
- May 5, 2020
View more
- Job Function
- Portfolio Management: Fixed Income
- Industry Sector
- Private Wealth Management Firm
- Employment Type
- Full Time
- Education
- Bachelors
Full-time, permanent role
The Fixed Income Portfolio Manager leads the development and execution of trading strategies and plays a key role in managing portfolio construction and risk. Successful Fixed Income Portfolio Managers build and manage dynamic relative value and macro-focused fixed income portfolios producing industry leading risk-adjusted returns.
Duties of the Fixed Income Portfolio Manager position include:
- Develop and execute trading strategies for a macro/relative value US fixed income portfolio, interest rate swap, short-term interest rate, and U.S. treasuries.
- Together with the quantitative analytics team, develop and enhance advanced quantitative analytical processes and risk management applications for U.S. interest rate swap, short-term interest rate, and other fixed income products.
- Create and scale a U.S. fixed income investment portfolio including interest rate swap, short-term interest rate, and U.S. treasuries utilizing a strong and disciplined risk management approach.
- Identify short and longer term opportunities based on relative value/analysis, macro fundamentals, volatility and foreign exchange.
- Augment U.S interest rate portfolio with strategies in other G10 countries using similar instruments.
- Use new and existing insights to support idea generation and rates analysis.
- Provide industry leading risk-adjusted returns on deployed capital.
- Analyze and improve electronic execution of U.S. fixed income transactions.
Successful candidates should possess the following skills and experience:
- Minimum 10 years U.S. interest rate swap, short-term interest rate, U.S. treasuries (including off the run) and fixed income trading/portfolio management experience in the financial management industry.
- Prior experience on US interest rate swap, short-term interest rate and U.S. treasuries desks of top-tier global investment banks or hedge funds is a requirement.
- Advanced understanding of financial modeling and financial impact of macro-economic themes and issues.
- Proven experience in designing, testing, and implementing advanced quantitative financial models and systems in real-world markets.
- Professional experience as a computer engineer/coder.
- Proficiency in Excel, VBA, and Python.
- Excellent analytical and quantitative skills, with strong attention to detail.
- Minimum bachelor’s degree in advanced mathematics, economics, engineering or computer science.
- Minimum top quartile performance compared to peers at the candidate’s previous firm.
- Proven track record of consistent, risk-adjusted returns with a high Sharpe ratio for at least 3 years.
- Minimum 10 years experience in proprietary trading of G10 interest rate and overnight index swaps, short-term interest rate futures and options, bond futures and options, and foreign exchange forwards and options.
- Proven ability to manage a firm’s risk capital effectively during market crisis events.
- Excellent academic performance in applied mathematics.
- Good people skills within a team environment.
- Strong written and verbal communications skills (English).
- Ability to manage multiple tasks and thrive in a fast-paced team environment.
- Must have the ability to become registered with the Ontario Securities Commission as a Portfolio Manager.
Work location and contact information:
Company: GWN Capital Management Ltd.
Address: 1235 Bay Street, Suite 800, Toronto, ON, M5R 3K4
Email: info@gwncml.ca
Phone: (416) 355-1110
Language of work: English
Compensation:
- $200,000 - $250,000 annual salary range
- Health and dental benefits package
Please email resume and cover letter to info@gwncml.ca. Please include a university transcript and any available P&L history.
We thank all applicants for their interest but will only contact candidates selected to advance in the hiring process.
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