Junior Fixed Income Portfolio Manager recruitment

Key Accountabilities:

Actively monitor net interest rate risk positions within Swiss Re Rates portfolios, and reconcile daily risk changes with market movements and executed trades.
Devise list of trades necessary to maintain existing risk positions during monthly benchmark rolls and other portfolio and/or benchmark changes.
Liaise with various stakeholders including the CIO office, Treasury, and Cash Management on issues pertaining to portfolio restrictions and cash requests.
Assist in the daily portfolio management process which includes booking trades; writing performance reports, cross-checking profit and loss numbers, drafting presentations for senior management, etc.
Actively follow financial markets to develop a sense for the mechanisms at play as well as the human behavioural patterns exposed under different market circumstances.
Use a wide range of third party research and meet with investment bank economists and strategists to develop and discuss trading ideas.
The position offers a very high level of exposure to internal (Treasury, Cash Management and other areas of Asset Management) and external counterparties (sales, trading and research departments of major investment banks).

Key Skills, Knowledge, Qualifications Experience:

Degree qualified with a 2:1 classification or above
Quantitative/mathematical background with strong analytical and research skills.
Strong understanding of financial markets and macro-economic fundamentals.
Experience in strategy, risk assessment, quantitative and statistical models are an added benefit.
Familiarity with Excel and possession of financial modelling skills – ideally advanced working knowledge of data analysis functionality and intermediate/advanced VBA.
Motivated and proactive team player with strong communication skills.
Proven ability to take initiative and act accordingly in a high stress environment.
Fluency in English; additional language skills of advantage, in particular German, French, Spanish or Italian.

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