Asset Management - Fixed Income - Investment Director - Risk

JobID: 210520092 Category: Client Advisory JobSchedule: Full time Posted Date: 2024-05-29T21:47:12+00:00 JobShift: : The Global Fixed Income, Currency and Commodities team (GFICC) at J.P.

Morgan Asset Management is one of the world's deepest and best-resourced fixed income managers, with expertise across all major fixed income sectors, including niche markets.

Every investment decision is based on globally integrated research-driven process relying on fundamental, quantitative, and technical inputs.

Risk management is embedded in the investment decision process using a robust qualitative and quantitative framework supported by comprehensive risk models.

GFICC manages a broad range of US and international strategies, through funds and/or separate accounts, including broad market, long duration, stable value, high yield, emerging market debt, short duration, global bonds, structured products, and tax-aware strategies.

As an Associate Investment Director within the Global Fixed Income, Currency and Commodities (GFICC) team, you will be responsible for conducting risk analysis and creating comprehensive risk reports for a variety of fixed income strategies.

Your role will also involve contributing to the ongoing enhancement of our risk platform, working closely with our technology and operations partners.

You will have the opportunity to interact with portfolio managers, investment specialists, and GFICC management, providing you with significant visibility within the organization.

Job Responsibilities * Provide risk reports and risk analysis at both the portfolio level and strategy level by examining the qualitative and quantitative factors driving change in risks and exposures.

* Prepare risk/performance review material for discussion with strategy CIOs and portfolio managers.

* Work with internal tech team to innovate, develop and test new risk reports and analysis tools.

* Interact regularly with portfolio managers, investment specialists, business management, finance, and Tech/Ops partners, and other internal stakeholders to support GFICC-wide agenda.

Required qualifications, capabilities and skills * Excellent oral and written communications skills, able to discuss risk figures, exchange ideas, and able to produce high quality output on a tight deadline.

* Technically proficient.

With good understanding of the sources of risk for fixed income rates, credit products, as well as structured/securitized products.

* Experience in evaluating risk and interpreting model output on bonds, derivatives and structured/securitized products.

* Bachelors degree with 3 or more years of experience or an graduate degree in STEM or Finance.

Preferred qualifications, capabilities and skills * Knowledge of pricing models, VaR models and stress testing techniques; Prior experience with MSCI RiskMetrics, MSCI BarraOne, or YieldBook is a plus * Previous exposure to risk management, quant modeling, or data analysis tools a plus