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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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