Back to jobs

AVANDA INVESTMENT MANAGEMENT PTE. LTD.

Apply Now →

Fixed Income Portfolio Risk Consultant (6-months contract)

🗓️ Posted 2026-08-14 Central Region Contract Hybrid Banking Financial Services

Company shared salary

NA

Market rate

S$8,000–S$15,000/mo (S$96,000–S$180,000/yr)

Based on similar roles (title + domain + location).

Responsibilities

  • ● 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.
  • ● Work across the firm's existing risk and attribution systems, including Bloomberg PORT.
  • ● Coordinate with investment, risk, technology and operations teams to maintain accurate analytical data flows.
  • ● Identify data discrepancies, process gaps and workflow breaks and improve reconciliation, validation and exception management.
  • ● Ensure that enhancements are practical within the firm's existing infrastructure and meet stakeholder requirements.
  • ● Document methodologies, assumptions, workflows and controls and provide knowledge transfer to relevant teams.

Requirements

  • ● More than five years of relevant experience in fixed-income risk, performance attribution, or portfolio analytics within an investment management or 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 ability to explain quantitative findings clearly, build consensus, and deliver cross-functional initiatives successfully.
  • ● Experience with global or multi-currency fixed-income portfolios.
  • ● Knowledge of ABS, MBS, callable securities, OTC/ETD derivatives and embedded 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.