Portfolio Manager, Fixed Income&Relative Value (Calgary)
Portfolio Manager, Fixed Income&Relative Value (Calgary)
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Calgary D3J, Canada
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Publiée: il y a moins d’une semaine
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Description
AIMCo (Alberta Investment Management Corporation) is one of Canada’s largest and most diversified institutional investment managers with more than $179.6 billion of assets under management. Its priority is clients, and it invests globally on behalf of 25 pension, endowment, insurance, government, and specialty funds in Alberta across 30 pools of capital.The Fixed Income team is part of a department that manages more than $35 billion in investments. The Relative Value team focuses on a levered global fixed income relative value portfolio, providing alpha through quantitative bottom‑up and top‑down approaches. Position Summary
Portfolio Manager– Fixed Income&Relative Value. Reporting to the Director, Fixed Income&Analytics, the successful candidate will join a team of three responsible for active portfolio management, daily trading, and ongoing assessment of risk and return drivers across a levered rates relative value book. Key Responsibilities
Operate within a disciplined VaR framework. Originate and execute relative value opportunities across cash bonds, futures, swaps, and rates options. Contribute to portfolio construction and risk oversight. Develop and calibrate proprietary models and repeatable processes that support idea generation, monitoring, and systematization in partnership with the team’s analytics resources.Independently originate ideas and take calculated risk to expand strategy breadth and reduce key‑person dependency over time. Qualifications
Experienced rates investor with demonstrated risk ownership in relative value strategies. Strong grasp of leverage, funding dynamics, and portfolio construction. Background from an institutional internal alpha team, hedge fund, alternative asset manager, or bank rates desk with portfolio‑level accountability.Strong quantitative foundation, disciplined risk mindset, and collaborative approach. Based in Calgary, Alberta, this position is a significant opportunity to join a high‑performing team within one of Canada’s largest institutional investors.
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Portfolio Manager– Fixed Income&Relative Value. Reporting to the Director, Fixed Income&Analytics, the successful candidate will join a team of three responsible for active portfolio management, daily trading, and ongoing assessment of risk and return drivers across a levered rates relative value book. Key Responsibilities
Operate within a disciplined VaR framework. Originate and execute relative value opportunities across cash bonds, futures, swaps, and rates options. Contribute to portfolio construction and risk oversight. Develop and calibrate proprietary models and repeatable processes that support idea generation, monitoring, and systematization in partnership with the team’s analytics resources.Independently originate ideas and take calculated risk to expand strategy breadth and reduce key‑person dependency over time. Qualifications
Experienced rates investor with demonstrated risk ownership in relative value strategies. Strong grasp of leverage, funding dynamics, and portfolio construction. Background from an institutional internal alpha team, hedge fund, alternative asset manager, or bank rates desk with portfolio‑level accountability.Strong quantitative foundation, disciplined risk mindset, and collaborative approach. Based in Calgary, Alberta, this position is a significant opportunity to join a high‑performing team within one of Canada’s largest institutional investors.
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Informations clefs
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Nom de l’entrepriseAlberta Investment Management Corporation (AIMCo)
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Titre de postePortfolio Manager, Fixed Income&Relative Value (Calgary)
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Informations supplémentaires sur l’annonce
Portfolio Manager, Fixed Income&Relative Value (Calgary) est visible sur Locanto dans la rubrique Yellowknife Autres métiers.
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