Financial institutions group, fixed income portfolio manager (aud/nzd), associate | sydney, au
SydneyBlackRock, Inc
...focus on fixed income modelling such as: relative value, carry & roll down, book yield, duration & curve etc. • Understanding and calculation of solvency capital requirements for insurance portfolios and local regulatory requirements such as APRA GPS120. • Research: ability to produce in depth original research for [...]
Category Office & Administration