Senior Quantitative Risk Manager – Fixed Income

Franklin Templeton; San Mateo (CA); Hybrid; USD 180,000 - 190,000; Full time

Benefits offered by this job

Three weeks PTO

Health coverage

401(k) match

Employee stock plan

LEAP education aid

Investment benefits

Job summary

Franklin Templeton in San Mateo is seeking a seasoned Investment Risk professional to oversee the implementation and analysis of quantitative risk models for fixed income assets.

You will monitor portfolio risk, deliver regular risk reviews, conduct independent research on risk and return sources, and collaborate with investment teams and clients to translate insights into actionable strategies.

Qualifications

• Quantitative undergrad (Engineering, Mathematics, Physics, etc.) with an MBA or PhD in Economics, Finance, or a related field
• Five to seven years minimum of experience in quantitative analysis or risk management within the financial services industry is essential

Responsibilities

• Oversee the implementation and analysis of quantitative risk models for fixed income assets
• Monitor portfolio risk and deliver regular risk reviews
• Conduct independent research on risk and return sources
• Integrate research insights into investment strategies
• Partner with client service, portfolio management, and external clients on quantitative topics
• Communicate complex concepts to cross-functional teams

Skills

Risk modeling

Excel/VBA/SQL/Python/R

AI in analysis

Communication

Education

Quantitative undergrad

MBA or PhD

Tools

Aladdin

Bloomberg

Yield Book

Job description

Franklin Templeton in San Mateo is seeking a seasoned Investment Risk professional to oversee the implementation and analysis of quantitative risk models for fixed income assets.

You will monitor portfolio risk, deliver regular risk reviews, conduct independent research on risk and return sources, and collaborate with investment teams and clients to translate insights into actionable strategies.