FI/Rates Portfolio Analyst

Multi Manager and Multi Billion Hedge Fund is looking to attract a FI/Rates Portfolio Analyst for a new team build.

The hiring manager will welcome those coming from Market Risk, Product Control, Vals or Macro pricing who want to step up into a more analytical role.

Key Duties will include but not limited to;

• Detailed PnL analysis
• Curve construction/design/analysis
• Model enhancements and optimisation
• IR sensitives
• P&L construction and attribution analysis – market movements (Greeks-based PnL attribution) and other explanations for the drivers of performance.
• Supporting quant models for attribution
• Intraday firm wide pricing and risk

Experience required

• Strong Fixed Income/Rates knowledge
• Product Control/Vals or Market Risk/Pricing background
• Analytical experience across P&L/Vals/attribution
• Curve construction/modelling not a prerequisite but desire to gain said exposure
• Hedge Fund or Sell Side