Director, Portfolio Management
Location:
Job in Chatham, NJ. Allows periodic telecommuting from anywhere within the New York City Metropolitan area.
Job Duties
Monitor the Mortgage-Backed Securities (“MBS”) market, including street offerings, trade posts, and commentary to identify investments or trades that align with clients’ views and investment mandates.
Assist in the trading of securities as well as the monitoring and reporting of client accounts.
Create and maintain pitchbooks for various MBS related strategies.
Assist in the creation of custom MBS securities for clients with specific Impact needs or specific market views.
Assist the back office with settling trades, checking positions and trades with custodians, and the creation and maintenance of various internal reports that the desk will use in their normal course of business.
Requirements:
Requires a Master’s degree in Finance, Financial Engineering, or a closely related field, and 3 years of experience as a Portfolio Manager or related position.
Must possess experience with Python, Matlab and VBA for developing time series analysis and quantitative trading strategy; conducting financial modeling and credit analysis; performing various scenario analysis including Monte Carlo Simulation, and VaR stress test; applying quantitative optimization method for strategic asset allocations; using Bloomberg and Tradeweb for trading execution in a range of fixed income products; utilizing Python and VBA to create customized solution for risk reporting, position reconciliation, and large dataset handling
Offered Wage: $190,757 to $225,000 per year. Standard Benefits Offered.
Please apply through the Apply Now button below or email your resume with job title in the subject line to [email protected].
We are an Equal Opportunity Employer.