FI/Rates Portfolio Analyst

JR United Kingdom; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading financial institution in London is seeking a Hedge Fund Analyst to join their new team. This role involves detailed PnL analysis, curve construction, and supporting quantitative models. The ideal candidate will have strong Fixed Income and Rates knowledge, along with analytical experience in PnL and attribution. If you're looking to step into a more analytical role from Market Risk or Product Control, this is an excellent opportunity.

Qualifications

• Strong Fixed Income and Rates knowledge.
• Analytical experience in PnL, Vals, and attribution.

Responsibilities

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

Skills

Analytical experience

Fixed Income knowledge

Rates knowledge

Job description

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Hedge Fund Analyst Role

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

The hiring manager welcomes candidates coming from Market Risk, Product Control, Vals, or Macro pricing who want to step up into a more analytical role.

Key Responsibilities

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

Required Experience

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