Head of Performance Measurement recruitment

Essential Duties and Responsibilities

Performs a combination of duties in accordance with divisional guidelines:

1.  Leads efforts to develop, enhance, and implement investment policies, asset allocation guidelines, analytical procedures, and financial/performance measures and metrics in support of a diversified fixed income portfolio.

2.  Key point of contact to front office personnel to ensure understanding and analysis of complex investment transactions, discussion of investment performance, and compliance with investment policies and risk management guidelines.

3.  Manages financial planning analysis efforts including annual income and expense planning, monthly forecasting, management reporting, investment income allocation, rating agency presentations, peer analysis, and other financial analysis.

4.  Oversees portfolio analytics efforts including production and reporting of metrics at the portfolio, security, and trade level, utilizing advanced quantitative measures, tools, and techniques. Includes monthly performance measurement and attribution, benchmark composition and analysis, and reporting of other market and risk metrics.

5.  Develops, implements, and maintains risk management procedures that include oversight of investment policies, asset class and position limit structures, and other market-based risk factors to ensure management of portfolio is consistent with investment objectives. Partners with front office senior management with respect to strategic asset allocation, and understanding and analysis of key tactical allocation decisions.

6.  Partners with Enterprise Risk Management function on investment-related efforts including economic capital modeling, economic forecasting, portfolio stress testing, market-based scenario analysis, and other adhoc efforts.

7.  Partners with Investment Accounting and Investment Operations on pricing of complex instruments. This includes development, maintenance, and documentation of internal pricing models, where applicable. Leverages external contacts and market tools to ensure adherence to best practices.

8.  Leads, consults, advises on special projects and provides adhoc analysis, as needed.

9.  Leads, directs and manages Investment Finance Analytics staff with an emphasis on talent management, succession planning, and engagement. Actively coaches and develops staff including setting of formal goals and objectives, performance reviews and provides ongoing and regular feedback to employees.

10.  Provides financial and management analysis to the Treasurer, CFO, and other senior management in support of company strategic actions and other items.

11.  Member of Investments Treasury leadership team and key contributor in driving divisional strategic initiatives and objectives.