Research Analyst

Responsibilities

• Run daily analytics and stress scenarios for rate, spread, and other risk factors
• Monitor spreads and relative-value signals across sectors and tranches in real time
• Maintain portfolio positioning, carry, trade activity, and composition
• Track the new-issue calendar and maintain pipeline trackers
• Monitor portfolio holdings for default trends, prepayment behavior, and collateral performance
• Identify manual workflows and build automated solutions using AI tools

Requirements

• 2-4 years direct experience in Agency or Non-Agency MBS
• Solid grasp of fixed income risk concepts including DV01, convexity, volatility, and spread risk
• Working knowledge of Intex, Yield Book, and Bloomberg
• Experience with portfolio analytics and large data sets
• Demonstrated use of AI tools to improve workflow efficiency
• Strong attention to detail and disciplined approach to multiple workstreams

Preferred Qualifications

• Programming experience in Python for analysis and automation
• Exposure to multiple securitized products sectors (CLO, CMBS)
• Ability to translate sector understanding into actionable investment ideas

About the Company

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1973. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations.