Quantitative & Risk Analytics (Structured Products: CLOs, ABS, MBS)

Barings; Boston (MA); On-site; USD 120,000 - 150,000; Full time

Benefits offered by this job

Medical coverage

Dental & Vision

401(k) match

HSA contributions

Paid time off

Fertility benefits

Job summary

Barings is seeking an Associate Director to support the Quantitative & Risk Analytics group within Portfolio Solutions & Analytics in Charlotte, NC. The role focuses on quantitative analytics for asset allocation and risk management in public fixed income markets, especially structured products like CLOs, ABS, and MBS.

The candidate will develop tools, communicate risk drivers, and collaborate with investment teams and senior management.

Qualifications

• Degree in a quantitative discipline (Math, Engineering, CS, Economics).
• 5+ years in public fixed income markets or quantitative risk analytics.
• Experience with CLOs, ABS, MBS and structured products.
• Strong communication across internal and external teams.
• Familiarity with risk metrics and models across credit, market and liquidity risk.
• Programming in Python, SQL, Matlab, and R.

Responsibilities

• Communicate primary drivers of risk and performance to stakeholders.
• Develop new risk analytics tools to support investment platforms.
• Conduct research and present findings to senior management.
• Provide ad hoc quantitative analysis to stakeholders.
• Translate data into solutions to drive decision making.
• Participate in strategy meetings with portfolio managers.

Skills

Quantitative analytics

Python

SQL

Matlab

R

Portfolio risk

Cross-functional collaboration

Communication skills

Education

Degree in quantitative discipline

Tools

Buy-side risk platforms

Job description

At Barings, we are as invested in our associates as we are in our clients. We recognize those who work diligently for us and reward them for personal and professional integrity, communication skills, distinct competencies and expertise in specific strategies, ability to collaborate as a team member and true dedication to the interests of our clients.

We thank you for your interest in joining the Barings team, and invite you to explore our current employment opportunities.

Title: Quantitative & Risk Analytics (Structured Products: CLOs, ABS, MBS)

Business Title: Associate Director

Department: Portfolio Solutions & Analytics

Location: Charlotte, NC

The Portfolio Solutions & Analytics team at Barings is seeking a professional to support the Quantitative & Risk Analytics group. The role will be focused on quantitative and risk analytics to help the investment teams make informed decisions in the areas of asset allocation and risk management. The ideal candidate will have a combination of 5+ years of experience with quantitative and risk analytics focused on public fixed income credit markets, particularly structured products like CLOs, ABS, and MBS.

A successful candidate has an understanding of public fixed income credit markets as well as expertise with multi-asset class risk models. Familiarity with various risk metrics and financial risk modeling is required (credit risk, market risk, and liquidity risk).

Primary Responsibilities

• Effectively communicate primary drivers of risk and performance, as well as the ability to discuss risk factor analysis for portfolios
• Develop new risk & analytics tools to support the investment platforms
• Conduct research and present relevant findings to stakeholders and senior management
• Provide ad hoc quantitative analysis to various stakeholders
• Aggregate, manipulate, and translate data into useful solutions to help drive decision making
• Participate in strategy meetings with portfolio managers

Qualifications

• Degree in a quantitative discipline (Math, Engineering, Computer Science, Economics)
• 5+ years of experience in public fixed income markets and/or quantitative and risk analytics
• Experience working with structured products such as CLOs, ABS, and MBS
• Curious, self-starter with an interest in continual professional and personal development
• Strong communication skills, written and verbal, in order to collaborate effectively across internal and external teams
• Familiarity with buy side market risk platforms
• Ability to communicate technical concepts to non-technical audiences
• Experience with programming languages: Python, SQL, Matlab, R

Base Salary Range: $120,000- $150,000 plus also eligible for additional incentive programs.

Requisite Skills

Fixed Income Analytics, Fixed Income Risk, Risk Analytics

Barings is an Equal Employment Opportunity employer; Minority/Female/Age/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply.

Barings Offers a Comprehensive Benefits Package Including

CORE BENEFITS & WELLNESS

• Medical (including Virtual Care), Prescription, Dental, and Vision Coverage
• Fitness Center Reimbursement Program (Including Online Memberships)
• Employee Assistance Program (EAP)
• Fertility Benefits

FINANCIAL WELL-BEING

• Highly competitive 401(k) Plan with Company Match
• Health Savings Account (HSA) with Company Contributions
• Flexible Spending Accounts (FSA) - Health Care & Dependent Care
• Retirement Health Reimbursement Account

LIFE INSURANCE

• Basic and Supplemental Life Insurance
• Spouse and Child Life Insurance

TIME OFF, DISABILITY AND LEAVE OF ABSENCE

• Paid Vacation, Sick Days and Annual Holidays
• Paid Leave of Absences (Maternity Leave, Parental Leave, Caregiver Leave, Bereavement Time)
• Short and Long Term Disability Plans
• Paid Volunteer Time

Other Benefits

• Education Assistance Program
• Charitable Matching Gifts Program
• Commuter Reimbursement Program
• Adoption and Surrogacy Reimbursement Program