Interest Rate Derivatives Portfolio Manager
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Develop interest rate option models for AIMCo’s Fixed Income Team while supporting trading, portfolio construction, and risk management. Work within Relative Value & Analytics.
This position contributes to a levered global fixed income relative value portfolio managed through detailed daily return and risk measures. You will develop and calibrate pricing models for swaptions and curve caps or floors. You will also collaborate with derivatives dealers, investment partners, and internal specialists when needed.
Key Responsibilities:
- Develop and calibrate interest rate option pricing models
- Analyze portfolio construction and identify vulnerabilities
- Support daily trading and strategy sizing decisions
- Implement repeatable fixed income risk evaluation processes
- Collaborate with Operations, Technology, Risk, and Accounting
Requirements:
- Eight years managing fixed income portfolios or equivalent experience
- Experience with fixed income cash or derivatives instruments
- Degree in finance, economics, mathematics, or related discipline
- Keen interest in technology supporting investment decisions
- Strong analytical, communication, and presentation abilities
Apply derivatives pricing, fixed income portfolio construction, and risk management expertise to AIMCo’s Relative Value team.