Senior Portfolio Manager Alternative Credits

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Introduction

As the financial world is changing rapidly the alternative credit market is at the point of changing as well. The Alternative Credits department is stepping into this development and is looking for the right professional to support this with quantitative background for a temporary assignment of 6 months


Your main responsibilities

  • Develop a quantitative and qualitative framework to assess the different asset classes and products in Alternative Credit
  • Developed together with Head of Alternative Credit and provide input for iDare (our monthly newsletter) and other publications
  • Drive MIS and data initiatives. Collect and analyze data based on input assumptions. Gather public and (when possible) private data series (high yield, convertibles, cat bonds, leveraged loans, loan data, bank loan portfolio, and trade finance figures)
  • Provide trend analysis and identify future trends based on value analysis. Map different portfolios based on efficient frontier
  • Indemnify optimal asset allocation in Alternative Credit. Assess key constraints in executing this strategy. 
  • Identify early weakening signals for changing asset allocation in Alternative Credit
  • Update the correlation of the different asset classes based on externally available material

 

Your experience and skills

  • Developed and worked with MIS systems. Familiar with data management systems in loans and other fixed income areas
  • Min 5 years working experience. Ability to demonstrate track record in managing data. Familiar with PD, LGD models, valuations
  • Good Power point skills and ability to present ideas and trends in concise manner
  • Dedicated and result oriented
  • Good knowledge of loan products and key market drivers in banking
  • Keen interest in Solvency II and Basel III developments
  • Creative mind with strong analytical skills and the ability to express and communicate views

 

Your competencies

  • MA degree and background in Econometrics and/or strong skills set in quantitative areas
  • Good interpersonal, communication and presentation skills
  • Ability to convince in an easy manner
  • Flexible, hands-on approach

 

Your department and challenge

The Alternative Credits department (Boutique) of NN Investment Partners manages a broad range of investment strategies for in-house and third party insurance companies.

 

Application & contact

Please apply online via the link to ensure a smooth procedure. Note that applications via e-mail will not be considered. For more information regarding the role and/or selection procedure,  Natalia.Szymanski, Senior Recruiter via natalia.szymanski@nnip.com.

 

Third party applications are not accepted. 

 

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