Portfolio Management Analyst recruitment
Responsibilities:
• Analysis of daily market data (e.g., curves, prices, vols, etc) used to value portfolio positions.
• Preparation of PL/Performance predicts and explanatories, as well as the analyses thereof, including PL due to delta, gamma, vega, basis, new trades, etc.
• Developing and validating portfolio risk reports and analyses thereof in conjunction with the Portfolio Managers to include,
• Prepare Greek sensitivity reports (e.g., delta/gamma ladders, etc.) as required by the Portfolio Managers.
• Run Scenario analyses based upon various risk factors as agreed with the Portfolio Managers.
• Ad hoc analyses of trading strategies as requested by the Portfolio Managers.
• Liaising with IT to upgrade systems capabilities.
Requirements:
• Bachelors in quantitative subject from Top Tier University with 2+ years financial services experience in trade support / portfolio management
• Knowledge of Time Series Data Analysis (i.e., econometrics/statistics).
• Broad knowledge of fixed income, foreign exchange or equity asset classes.
• Strong Excel skills including VBA (MatLab a plus)
• Excellent Communication skills
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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