Bengaluru, Karnataka, India · Hybrid
· Reporting line within Risk Management · Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivat…
Skills: Quantitative Analysis, Data Analysis, Fixed Income, Credit Risk, Bond Math
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Conduct quantitative and data analysis on portfolios and instruments across all asset classes, focusing on fixed income and credit. Support the front office by calculating risk capital and providing insights on shocks, scenarios, and leverage.
Requires 8+ years of experience as a desk quant or risk manager, with a PhD or equivalent quantitative background. Must possess strong bond math skills and proficiency in Excel macros, coding, and tools like Bloomberg and Aladdin.
· Reporting line within Risk Management
· Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivatives, specifically in fixed income and credit (single-name and structured); tasks will also include risk management’s support of front office
· Calculating risk capital for the business
· Provide quantitative insights in portfolio analysis, shock and scenario analysis, tail risks, concentration, and leverage
· Preparing portfolio analysis and charts for presentations, on both ad-hoc and weekly routine basis; tasks include occasional mundane “number crunching”
· Becoming familiar with annuity insurance structures and analytics related to asset-liability management
· Interact with operations and technology on improving analytical setup of Aladdin portfolio management system
· 8+ years’ experience in financial markets as a desk quant, PhD, or as risk manager in a quantitative trading environment
· Closely familiar with fixed income, credit (corporate and structured), and foreign exchange products
· Strong bond math skills essential (e.g. duration, convexity, various spread calculations, options)
· High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks
· Writing advanced Excel macros and coding
· Additional risk management experience a plus, especially analysis of shocks/scenarios, tail risks, illiquidity, concentration, and leverage
· Willing to communicate and do ad-hoc work during parts of New York hours
· Good communication skills verbally and in writing; most colleagues are based in the US and London
· Proactive attitude and eagerness to assume tasks within team
· Familiarity with Bloomberg essential and with Aladdin portfolio management system a plus
Seeing What's Possible.
Arena Investors is an institutional asset manager that provides creative solutions for those seeking capital in special situations. Arena brings decades of experience, a track record of comfort with complexity, the ability to deliver within time constraints, and the flexibility to engage in transactions that cannot be addressed by banks and other conventional financial institutions. Arena’s mandate is global, and also unconstrained in terms of asset class and industry.
Offices: 405 Lexington Avenue, New York, New York 10174, US · 81 Throckmorton Ave, Mill Valley, California 94941, US · 44 Davies Street, London, England W1K 5, GB · 8659 Baypine Road, Building 3, Suite 302, Jacksonville, FL 32256, US · 10 Pembroke Pl, Ballsbridge, Dublin , D04 V1W6, IE
Seeing What's Possible.
Arena Investors is an institutional asset manager that provides creative solutions for those seeking capital in special situations. Arena brings decades of experience, a track record of comfort with complexity, the ability to deliver within time constraints, and the flexibility to engage in transactions that cannot be addressed by banks and other conventional financial institutions. Arena’s mandate is global, and also unconstrained in terms of asset class and industry.
Offices: 405 Lexington Avenue, New York, New York 10174, US · 81 Throckmorton Ave, Mill Valley, California 94941, US · 44 Davies Street, London, England W1K 5, GB · 8659 Baypine Road, Building 3, Suite 302, Jacksonville, FL 32256, US · 10 Pembroke Pl, Ballsbridge, Dublin , D04 V1W6, IE
