Fixed Income Portfolio Risk Consultant (6-months contract)
Role Overview
We are seeking an experienced Fixed Income Portfolio Risk Consultant to support overall portfolio management and risk oversight across the firm’s fixed-income strategies on a 6-month contract basis. The consultant will review and enhance the firm’s portfolio-risk monitoring and performance-attribution capabilities, with particular emphasis on explaining returns and active risk across yield curves, duration, carry, spreads, sectors, securities and currencies.
The firm currently uses Bloomberg’s Portfolio & Risk Analytics platform (PORT) and seeks to enhance system integration across its front-, middle-, and back-office functions. The consultant will strengthen the underlying methodologies, enhance reporting and controls, and lead the implementation of practical improvements within the existing infrastructure. The ideal candidate will have deep expertise in Bloomberg PORT and the ability to identify, recommend, and implement enhancements promptly.
Key Responsibilities
Fixed-Income Attribution and Risk Analysis
- Review and enhance the firm’s fixed-income risk-monitoring and performance-attribution frameworks, ensuring they reflect portfolio strategies and investment decisions.
- Analyse portfolio and benchmark-relative returns across carry, roll-down, duration, yield curves, spreads, sector allocation, security selection, currency and hedging effects.
- Monitor and interpret portfolio risk analytics such as factor-risk decomposition, VaR, tracking error, duration, DV01, key-rate, spread and currency exposures.
- Ensure appropriate risk and attribution coverage of government and corporate bonds, derivatives, ABS and MBS.
Systems, Data and Workflow Enhancement
- Work across the firm’s existing risk and attribution systems, including Bloomberg PORT.
- Coordinate with investment, risk, technology and operations teams to maintain accurate analytical data flows.
- Identify data discrepancies, process gaps and workflow breaks and improve reconciliation, validation and exception management.
- Ensure that enhancements are practical within the firm’s existing infrastructure and meet stakeholder requirements.
- Document methodologies, assumptions, workflows and controls and provide knowledge transfer to relevant teams.
Required Experience and Qualifications
- More than five years of relevant experience in fixed-income risk, performance attribution, or portfolio analytics within an investment management or analytics organisation.
- Hands-on expertise in Bloomberg PORT, including risk and factor attribution, tracking error, VaR, realised volatility, and scenario analysis. Familiarity with PORT Enterprise, automated data uploads, and system integration is highly desirable.
- In-depth knowledge of fixed-income instruments and their key drivers of risk and return, including duration, yield curves, carry, credit spreads, currencies, and derivatives.
- Proficiency in Excel and experience handling portfolio, transaction, and benchmark data.
- A track record of enhancing analytical methodologies, reporting, controls, and data workflows across functions.
- Strong communication and stakeholder-management skills, with the ability to explain quantitative findings clearly, build consensus, and deliver cross-functional initiatives successfully.
Preferred Qualifications
- Experience with global or multi-currency fixed-income portfolios.
- Knowledge of ABS, MBS, callable securities, OTC/ETD derivatives and embedded optionality.
- Familiarity with benchmark construction, portfolio accounting, performance measurement and risk budgeting.
- Python, SQL, R, VBA or similar skills for data validation, analysis and reporting automation.
Submit your interest to : recruiting@avanda.sg
Job Title: Fixed Income Analyst
The Fixed Income Analyst plays a pivotal role in managing investment portfolios, assessing risk, and optimizing returns for our clients. This role offers an exciting opportunity to drive portfolio performance, provide in-depth credit research, and contribute to strategic decision-making in a fast paced, multi-asset investment environment. This position requires a keen interest in financial markets, strong analytical skills, and the ability to communicate investment strategies effectively. The candidate could choose to remain as a career Analyst, or view the role as a stepping stone to a Portfolio Manager position in the firm.
Responsibilities:
- Portfolio Management: Support the fixed income team in the management of investment portfolios.
- Research and Analysis: Conduct research and analysis on various asset classes and market trends to inform investment decisions. Candidate will focus on the credit markets.
- Risk Assessment: Assess portfolio exposure to ensure alignment with investment objectives and risk tolerance.
- Portfolio Analytics and Performance Monitoring: Monitor portfolio performance and conduct regular performance attribution analysis to evaluate the effectiveness of investment strategies.
- Client Communication: Support the preparation of presentation materials, and confidently present credit views and portfolio performance to institutional clients.
- Collaboration: Collaborate with internal teams, including portfolio managers, traders, operations, risk and legal & compliance officers, to implement investment strategies and ensure compliance with regulatory requirements.
Qualifications
- Bachelor's degree in Finance, Economics, or related field.
- Minimum of 2 years’ experience related to fixed income portfolio management and credit analysis.
- Strong quantitative and analytical skills, with proficiency in financial modeling and statistical analysis (using Python ideally). Proficiency in Bloomberg.
- Ability to work effectively both independently and as part of a team in a fast-paced, dynamic environment.
- Strong attention to detail, organizational skills, and ability to prioritize tasks effectively.
Submit your interest to : recruiting@avanda.sg