What are the responsibilities and job description for the Muni Bonds - Quant Risk Analyst position at Selby Jennings?
A Global Asset Manager is hiring a Quant Risk Analyst to join the Fixed Income team in the Philadelphia area.
This is a trade floor-based risk role, sitting with the PMs/Traders and discussing performance and risk analytics on a daily basis. For this role, the team wants a quantitative specialist to support the active fixed income business with a focus on their municipal bond investments.
The group has been developing in-house risk pricing models for investments across the fixed income universe, and this quant hire will support by performing custom factor research, risk model enhancement, and bond derivative pricing modelling.
As the municipal bond strategies continue to grow, so will this role - you're partnering with the PMs on portfolio construction and risk decisions.
Requirements:
- 6 years of experience in a quantitative risk function
- Expertise developing risk models and pricing analytics for municipal bond trading
- Experience at an asset/investment manager or the asset and wealth management division of a major investment bank
- Familiarity with RiskMetrics, Aladdin, and other vendor models
- Proficiency in Python SQL
Salary : $150,000 - $200,000
