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Fixed Income Portfolio Manager

Alberta Investment Management Corporation

Apply fixed income portfolio management, quantitative analysis, and risk assessment at AIMCo within a flexible, hybrid work approach. Support daily trading globally.Reporting to the Senior Director, Relative Value & Analytics, you will manage and support portfolio trading activities. The position focuses on assessing investment strategy risk and return, analyzing portfolio construction, and developing proprietary models. You will also contribute to AIMCo’s analytical platform alongside analytics specialists.Key Responsibilities:
Originate and analyze quantitative and qualitative investment strategiesMonitor portfolio construction, stress vulnerabilities, and size trading strategiesDevelop and calibrate interest rate option pricing modelsEvaluate and price fixed income portfolio construction riskCoach junior fixed income team membersRequirements:
Minimum eight years managing fixed income portfolios or equivalent marketsBackground analyzing, trading, and constructing fixed income instrumentsBachelor’s or Master’s degree in a quantitative disciplineExperience in empirical research and outstanding analytical skillsAdvanced communication abilities and effective presentation skillsBring fixed income trading, portfolio construction, modeling, and risk expertise to AIMCo’s Relative Value team and investment platform.
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Vacancy posted more than 2 months ago

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