Job Responsibilities:
- Develop expertise in fixed income market and CTC's corresponding portfolios produce bespoke analytics and apply research topics to the investment portfolio, pre-trade investment reviews and limit updates
- Highlight and discuss risk changes and top risks, present deep dives to CTC Risk colleagues and senior risk management
- Daily monitoring of market risk positions - with the aim to identify material risk exposures and concentrations.
- Synthesize top-of-mind research topics relevant to the investment portfolios into analysis and special reports. Analyze macroeconomic variables and understand the impact to financial projections.
- Evaluate and implement updates to financial models used in market risk management, including challenges to proposed methodology, performing impact assessments, and coordinating model implementation timelines.
- Push efficiencies and process improvements and be involved in driving technology initiatives
- Improve risk transparency, methodologies and reports by collaborating with quantitative teams on model results and implementationsuch as Quantitative Research (QR) and Model Review Group (MRG)
- Contribute to CTC Risk standards and best practices by collaborating with other risk groups represent CTC Market Risk in various related initiatives and ensure timely delivery of projects
- Respond to urgent ad-hoc requests from senior risk management
Required qualifications, capabilities, and skills
- 3+years of experience in risk management and/or fixed income.
- Understanding of fixed income markets with a particular focus on rates products (UST, TIPS, STRIPS, IR Swap, Swaption, Repo, FX Swap, Xccy Basis Swap).
- Understanding of the governance and controls surrounding risk monitoring including, VaR, stress testing, various return measures and experience with stress construction
- Excellent written and spoken communication skillswith ability to explain technical concepts in practical terms must be able to converse with a wide variety of groups
- Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a high-pressure environment
- Ability to challenge the portfolio manager's market positions and views and help assess the best allocation of risk and capital to various positions and businesses
- Self-motivated, diligent, strong sense of accountability and good at following up on issues
- Strong technical skills in Excel/VBA/Bloomberg ability to learn python, vibe coding, use core business and risk systems
- Excellent academic record and an undergraduate degree are requiredAdvanced degree in finance or a related quantitative field MBA from a top tier school or professional qualification in (FRM/CFA/Accountancy) is desirable
