JUNIOR PORTFOLIO MANAGER, STRUCTURED SECURITIES recruitment

FFTW has offices in New York, London and Singapore. In December 2006, FFTW became a wholly-owned subsidiary of BNP Paribas, and is affiliated with BNP Paribas Investment Partners, the multi-specialist asset management platform of BNP Paribas. As of December 31, 2011, FFTW managed $53 billion in assets. We have an excellent career opportunity for a Junior Portfolio Manager, Structured Securities in our New York office.  The Structured Securities team is responsible for alpha idea generation, portfolio management, risk management, analytics and all aspects of trading, including dealing, security setup, trade allocation and trade entry.  

Specific Responsibilities:

• Individual will be responsible for daily risk analytics and reporting using Yieldbook to produce the daily risk reports.

• Responsibilities will also include p/l monitoring, performance attribution, weekly and monthly pricing of portfolio holdings.

• Some client reporting including scenario analysis and creating and maintaining holdings surveillance reports. 

• Individual will also track securitized sector performance and spreads and assemble dealer inventories.

• A portion of candidate’s time will be devoted to CDO trustee reconciliations and providing support to the CDO Portfolio Manager.  

Ideal Personal Profile:

• Strong technical and analytical skills.

• Exceptional verbal and written communication skills.

• Detail-oriented, energetic and industrious self-motivated team player who works well under pressure and has strong time management and interpersonal skills.

• Consummate professional who is proactive, shows initiative, and is able to work unsupervised when necessary.

• Ability to prioritize assignments so that all deadlines are met.

• Ability to work with resources located in other parts of the world.

• An individual of unquestionable integrity who would be an excellent representative of the firm on both a personal and professional basis.

Academic Background and Experience:

• Minimum of one year’s experience in fixed income and MBS analytics.

• Advanced technical skills particularly working with spreadsheets and databases.  

• Bachelor’s degree in Finance, Business or Accounting or related discipline coupled with excellent academic credentials.

To be considered for this opportunity, please forward your resume utilizing the online application process. Equal Opportunity Employer.