Fixed Income Portfolio Analyst

Description:

The analyst will be responsible for quantitative analysis of the firm’s investment portfolio, including fixed income portfolio analysis, credit exposure monitoring, income forecasting and risk management for asset manager overseeing $140 billion+ portfolio

 

Responsibilities:

• Work with a small team of investment professionals on tactical and strategic asset allocation and risk management of the firm’s investment portfolio
• Daily monitoring of the investment portfolio, including P&L estimates, credit exposure, cash balances, FX exposure, and derivatives exposure
• Daily communication with external investment managers on market and credit events, investment activities, performance tracking and review, and compliance to investment guidelines
• Monthly and quarterly analyses and reports on market data, asset allocation breakout, portfolio risk exposure, and business unit breakout
• Work with senior members of the investment team on short-term and strategic portfolio optimizations that rely on data, portfolio analytics and technology
• Advance and streamline the team’s quantitative and qualitative investment processes to improve efficiency and effectiveness, increase scalability of data and analytical solutions, and improve access to information and knowledge sharing

Technical Skills & Capabilities:

• Strong quantitative and computer modeling skills; including extensive knowledge in Microsoft Excel and databases
• Superior oral and written communication abilities
• Deeply motivated self-starter able to proactively assume responsibility and add value to investment process
• Self-confidence necessary to interact with senior executives on day-to-day basis
• Highly organized and detail-oriented
• Demonstrated track record of successful project/task completion under tight deadlines with minimal supervision
• Exposure to fixed income a plus; preferably at an asset management firm, insurance company or portfolio analytics vendor
• Knowledge of following analytical tools a plus: Aladdin

 

Education:

• BA/BS required, preferably in finance, mathematics, engineering, or computer science

 

In New York, NY the pay range for the role is $70,000 to $110,000. The specific offer will depend on an applicant’s skills and other factors. This role may also be eligible to participate in a discretionary annual incentive program. Chubb offers a comprehensive benefits package, more details on which can be found at https://careers.chubb.com/global/en/us-benefits.  This range is specific to New York, NY and may not be applicable to other locations. 

 

Chubb is a world leader in insurance. With operations in 54 countries, Chubb provides commercial and personal property and casualty insurance, personal accident and supplemental health insurance, reinsurance, and life insurance to a diverse group of clients. The company is distinguished by its extensive product and service offerings, broad distribution capabilities, exceptional financial strength, underwriting excellence, superior claims handling expertise and local operations globally.
At Chubb, we are committed to equal employment opportunity and compliance with all laws and regulations pertaining to it. Our policy is to provide employment, training, compensation, promotion, and other conditions or opportunities of employment, without regard to race, color, religious creed, sex, gender, gender identity, gender expression, sexual orientation, marital status, national origin, ancestry, mental and physical disability, medical condition, genetic information, military and veteran status, age, and pregnancy or any other characteristic protected by law. Performance and qualifications are the only basis upon which we hire, assign, promote, compensate, develop and retain employees. Chubb prohibits all unlawful discrimination, harassment and retaliation against any individual who reports discrimination or harassment.