Barings
Quantitative & Risk Analytics (Structured Products: CLOs, ABS, MBS)
Charlotte, NC, United States
Sponsorship not specifiedDetected 15 days ago
PythonMATLABSQLResearchCommunicationRisk Modeling
About the role
- We thank you for your interest in joining the Barings team, and invite you to explore our current employment opportunities.
- The role will be focused on quantitative and risk analytics to help the investment teams make informed decisions in the areas of asset allocation and risk management.
- A successful candidate has an understanding of public fixed income credit markets as well as expertise with multi-asset class risk models.
Requirements
- Degree in a quantitative discipline (Math, Engineering, Computer Science, Economics)
- 5+ years of experience in public fixed income markets and/or quantitative and risk analytics
- Experience working with structured products such as CLOs, ABS, and MBS
- Familiarity with buy side market risk platforms
- Ability to communicate technical concepts to non-technical audiences
- Experience with programming languages: Python, SQL, Matlab, R
Compensation
- Paid Vacation, Sick Days and Annual Holidays
Benefits
- Medical (including Virtual Care), Prescription, Dental, and Vision Coverage
- Fitness Center Reimbursement Program (Including Online Memberships)
- Fertility Benefits
- Health Savings Account (HSA) with Company Contributions
- Flexible Spending Accounts (FSA)
- Health Care & Dependent Care
- Retirement Health Reimbursement Account
- Basic and Supplemental Life Insurance
- Spouse and Child Life Insurance
- Paid Vacation, Sick Days and Annual Holidays
- Paid Leave of Absences (Maternity Leave, Parental Leave, Caregiver Leave, Bereavement Time)
- Short and Long Term Disability Plans
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This listing is sourced directly from Barings's careers page and normalized into a canonical job model.