A leading global asset manager is hiring a fixed income investment risk manager to join their team in New York or Los Angeles.

The firm is a $1+ trillion AUM investment manager with a global presence that is currently expanding their investment risk team across the USA. This growth hire comes as part of a specialized team build-out to support growth in fixed income, equity, and private asset investment teams. They offer exposure to a multi-boutique investment platform across asset classes.

This role sits at the intersection of quant research and the investment team, with a mandate to both develop risk models and deliver actionable insights directly to portfolio managers. The risk team is fully integrated with the investment process and this individual will be expected to develop risk analytics and use them to influence investment decision making.

Key Responsibilities

Risk Modeling & Analytics

• Design and enhance quantitative risk models for fixed income portfolios
• Conduct scenario analysis and stress testing to evaluate portfolio risk exposures
• Analyze performance drivers including interest rates, credit spreads, and macro factors
• Integrate research insights into portfolio risk frameworks and investment strategies

Portfolio Risk Oversight

• Monitor portfolio risk and deliver regular risk reporting and reviews
• Break down sources of return and volatility across fixed income portfolios
• Partner with PMs to advise on portfolio positioning and risk-adjusted decision-making
• Support ad hoc analysis across rates, credit, and curve exposures

Stakeholder & Investment Partnering

• Work closely with portfolio managers, client teams, and senior stakeholders on risk topics
• Translate complex quantitative outputs into actionable insights for non-technical audiences
• Contribute to client discussions and represent the risk function externally

Qualifications

• 7-10 years of experience in quantitative analysis or risk management (open to 3-5 years for an additional junior hire)
• Strong understanding of fixed income markets (interest rates, duration, credit spreads, curve exposure)
• Experience with risk modeling techniques (factor models, covariance, stress testing)
• Proficiency in Python, SQL, Excel, and/or VBA; familiarity with Aladdin, Bloomberg, or Yield Book preferred
• Master's or PhD in Finance, Economics, or a related quantitative field preferred
• Strong communication skills with the ability to work in a front-office facing, investment-oriented role