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Quantitative Fixed Income Risk Analyst
OppenheimerFunds
New York, NY, United States
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Company Description
OppenheimerFunds values the talented and diverse workforce we've cultivated over the years. Our nearly 60-year history includes a strong tradition of providing innovative investment ideas and a world-class experience for the individuals, institutions and financial advisors we serve. Our strong foundation is built on collaboration, creativity, and the extraordinary people who play an integral role in our success every day.
Job Description
OppenheimerFunds is seeking a quantitative analyst within the fixed income risk department. The ideal candidate has an advanced degree in a quantitative discipline and 5 years of experience in portfolio management or risk management.
This role will involve significant collaboration with the portfolio management and trading teams. The candidate must possess an ability to take technical innovations in financial engineering and make practical, understandable applications for use by the risk management and portfolio management groups. Strong communication skills will be needed to interpret and explain the output of our models to a broader audience.
Responsibilities also include:
• Support the fixed income investment teams by providing effective and relevant analysis.
• Maintain and enhance the measurement and reporting of risk and performance – both quantitative and qualitative.
• Generate appropriate analysis to ensure that the drivers of fund performance are understood.
• Enhance the workflow efficiency of the risk management team through internal coding and software development.
Qualifications
• Demonstrated understanding of the statistical and theoretical issues surrounding the joint measurement and estimation of volatilities, correlations, tail risks and marginal/component analysis of variance.
• Demonstrated record of designing, estimating and implementing risk-related statistical models.
• Demonstrated understanding of market-relevant measures of risk.
• Advanced knowledge of the fixed income markets and their associated derivative instruments; this includes cash bonds, securitized debt, credit default swaps, and options on rates, currencies and variance.
• Experience with a 3rd party risk system such as RiskMetrics a plus.
• Significant programming experience in languages such as SQL, R, Matlab, VBA, C++, Java, and Python.
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Additional Information
We are a dynamic firm that values teamwork and collaboration, and true to our history, we encourage independent thinking and provide ample opportunities for our people to stand out and make a difference. With offices in New York, Denver, Rochester and Dallas, Seattle, Philadelphia, and London, we work hard to turn our unconventional wisdom into value for investors and pursue excellent results for ourselves and our firm. Learn more about the culture and opportunities at OppenheimerFunds here: https://careers.oppenheimerfunds.com
OppenheimerFunds and its subsidiaries and affiliates provide equal employment opportunity to all qualified individuals without regard to age, color, disability, gender, marital status, national origin, race, religion, sexual orientation, gender identity and expression, physical or mental disability, genetic predisposition or carrier status, veteran status, or any other characteristic protected by law in all employment functions including recruitment, evaluation, selection, promotion, compensation, benefits, training, and termination of employment.
All your information will be kept confidential according to EEO guidelines.