26 Oct
|
Alberta Investment Management Corporation (AIMCo)
|
Toronto
26 Oct
Alberta Investment Management Corporation (AIMCo)
Toronto
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.
📌 Fixed Income Relative Value Portfolio Manager (Toronto)
🏢 Alberta Investment Management Corporation (AIMCo)
📍 Toronto