Develop expertise in fixed income market and CTC’s corresponding portfolios; produce bespoke analytics and apply research topics to the investment portfolio, pre-trade investment reviews and limit updates
Highlight and discuss risk changes and top risks, present deep dives to CTC Risk colleagues and senior risk management
Daily monitoring of market risk positions - with the aim to identify material risk exposures and concentrations.
Synthesize top-of-mind research topics relevant to the investment portfolios into analysis and special reports. Analyze macroeconomic variables and understand the impact to financial projections.
Evaluate and implement updates to financial models used in market risk management, including challenges to proposed methodology, performing impact assessments, and coordinating model implementation timelines.
Push efficiencies and process improvements and be involved in driving...