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. Compensation will be commensurate with relevant experience.

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 tomaintain accurate analytical data flows.

· Identify data discrepancies, process gaps and workflow breaks andimprove reconciliation, validation and exception management.

· Ensure that enhancements are practical within the firm’s existinginfrastructure and meet stakeholder requirements.

· Document methodologies, assumptions, workflows and controls and provideknowledge 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 managementor 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 abilityto explain quantitative findings clearly, build consensus, and delivercross-functional initiatives successfully.

Preferred Qualifications

· Experience with global or multi-currency fixed-income portfolios.

· Knowledge of ABS, MBS, callable securities, OTC/ETD derivatives andembedded 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.