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Ellington Management Group

Fixed Income Portfolio Analyst, Securitized Team

Ellington Management Group, Boston, Massachusetts, us, 02298

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Job Listing Summary Fixed Income Portfolio Analyst, Securitized Team

Location: Boston, United States Date Posted: December 5, 2024 Employment Type: Full-Time Role Overview

The Fixed Income Portfolio Analyst will support the Securitized team in portfolio management activities. Key Responsibilities

Interact closely with Portfolio Managers and Traders for timely execution of investment strategies. Rebalance portfolios based on investment strategies, cash flows, and market changes. Monitor positions and ensure transactions align with client guidelines. Collaborate with various firm areas to enhance processes and reduce operational risks. Monitor performance, risk exposures, and market sensitivities of portfolio positions. Utilize Python skills to support and improve the investment process. Qualifications

Strong understanding of fixed income capital markets, especially structured credit markets and Agency MBS. Advanced analytical skills with a quantitative orientation. Proficient in programming with Python, Matlab, or R. Ability to work under pressure and prioritize tasks effectively. Strong interpersonal skills for effective interaction with investment professionals. Creative thinking and initiative in project development. Undergraduate degree required; post-graduate degree or relevant professional qualification (e.g., CFA/CAIA) preferred.

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