26 Oct
|
Alberta Investment Management Corporation (AIMCo)
|
Ontario
26 Oct
Alberta Investment Management Corporation (AIMCo)
Ontario
Manage global fixed income relative value portfolios at AIMCo using quantitative analysis, risk assessment, and proprietary investment models. Work within the Fixed Income Team.
Reporting to the Senior Director, Relative Value & Analytics, Fixed Income, you will manage and support daily portfolio trading. You will assess investment strategy risk and return factors, analyze portfolio construction, and develop proprietary models. The work combines quantitative and qualitative analysis with empirical research and technology development. You will also contribute to the analytical platform alongside analytics specialists and collaborate across AIMCo.
Key Responsibilities: Originate and analyze fixed income investment strategies
Monitor and stress portfolio construction and trading strategy sizing
Develop and calibrate interest rate option pricing models
Implement repeatable processes for evaluating and pricing risk
Coach junior fixed income team members
Requirements: Eight years managing fixed income portfolios or equivalent market experience
Degree in finance, economics, engineering, or quantitative discipline
Experience with fixed income cash or derivative instruments
Outstanding analytical skills and attention to detail
Advanced communication and presentation abilities
Apply fixed income portfolio management, quantitative modeling, and risk analysis expertise to AIMCo’s global relative value investments.
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📌 Fixed Income Relative Value Portfolio Manager (Ontario)
🏢 Alberta Investment Management Corporation (AIMCo)
📍 Ontario