
Financial Portfolio Lead
1 week ago
We are seeking a talented and motivated individual to lead fixed income portfolio management.
- Manage the creation and implementation of investment strategies across fixed income markets.
Responsibilities include:
Portfolio Analysis & Valuation- Calculate Yield to Maturity (YTM) and assess returns on fixed-income securities.
- Determine Present Value (PV) of securities and assess market pricing strategies.
- Compare investment options such as corporate bonds, fixed deposits, and mutual funds.
- Develop financial models in Excel, Python, or R to assess risk and return metrics.
- Implement AI-driven approaches for analyzing credit risk and probability of default.
- Work on Value at Risk (VaR) simulations and machine learning models for risk assessment.
- Analyze corporate bond spreads, relative valuations, and structured finance instruments.
- Conduct data cleaning and visualization for sovereign credit research and CDS time series data.
- Assist in the structuring and evaluation of project finance and asset-backed securities.
- Understand Microsoft Excel AI tools for financial modelling.
- Develop and test AI models for credit derivatives and portfolio risk assessment.
- Work on FinTech tools like Virtual Risk Analyser and Virtual Portfolio Analyser.
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