Lead Fixed Income & Relative Value Portfolio Manager

Alberta Investment Management Corporation (AIMCo); Toronto; On-site; CAD 140,000 - 230,000; Full time

Job summary

AIMCo (Alberta Investment Management Corporation) is seeking a Portfolio Manager for Fixed Income & Relative Value based in Canada. The role focuses on actively managing a levered rates relative value book, daily trading, and risk oversight within a disciplined VaR framework.

Ideal candidates bring deep experience in rates investing, strong quantitative skills, and the ability to originate ideas and calibrate models with our analytics resources to broaden strategy breadth over time.

Qualifications

• Experienced rates investor with demonstrated risk ownership in relative value strategies.
• Strong quantitative foundation and disciplined risk mindset.
• Ability to originate ideas independently and expand strategy breadth over time.

Responsibilities

• Manage active portfolio across levered rates relative value book and daily trading.
• Assess risk/return drivers and monitor performance within VaR framework.
• Develop and calibrate proprietary models and repeatable processes with analytics support.
• Contribute to portfolio construction and ongoing strategy evolution.

Skills

Rates investing

Relative value strategies

Quantitative analysis

Portfolio construction

Risk management

Job description

AIMCo (Alberta Investment Management Corporation) is seeking a Portfolio Manager for Fixed Income & Relative Value based in Canada. The role focuses on actively managing a levered rates relative value book, daily trading, and risk oversight within a disciplined VaR framework.

Ideal candidates bring deep experience in rates investing, strong quantitative skills, and the ability to originate ideas and calibrate models with our analytics resources to broaden strategy breadth over time.