FI/Rates Portfolio Analyst

JR United Kingdom; City Of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A prominent Multi-Manager and Multi-Billion Hedge Fund seeks to hire an FI/Rates Portfolio Analyst for a new team. The role involves extensive PnL analysis, curve construction, and enhancing quantitative models for market risk management. Candidates with strong backgrounds in Fixed Income, Market Risk, Product Control, or Vals are encouraged to apply.

Qualifications

• Background in Product Control, Vals, Market Risk, or Pricing is essential.
• Experience in PnL construction and attribution analysis is crucial.
• Curve construction/modeling experience is a plus.

Responsibilities

• Detailed PnL analysis.
• Curve construction, design, and analysis.
• Model enhancements and optimization.

Skills

Analytical experience in PnL

Strong Fixed Income and Rates knowledge

Market Risk

Product Control

Vals

Macro Pricing

Job description

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FI/Rates Portfolio Analyst, London (City of London)

Client: Attribution Search

Location:

London (City of London), United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

2

Posted:

16.06.2025

Expiry Date:

31.07.2025

Job Description:

A Multi-Manager and Multi-Billion Hedge Fund is looking to hire a FI/Rates Portfolio Analyst for a new team build.

The hiring manager welcomes candidates with experience in Market Risk, Product Control, Vals, or Macro Pricing who are seeking a more analytical role.

Key duties include, but are not limited to:

• Detailed PnL analysis
• Curve construction, design, and analysis
• Model enhancements and optimization
• Interest Rate sensitivities
• PnL construction and attribution analysis, including market movements (Greeks-based PnL attribution) and other performance drivers
• Supporting quantitative models for attribution
• Intraday firm-wide pricing and risk management

Experience required:

• Strong Fixed Income and Rates knowledge
• Background in Product Control, Vals, Market Risk, or Pricing
• Analytical experience in PnL, Vals, and attribution
• Curve construction/modeling experience is desirable but not mandatory