QUANTITATIVE PORTFOLIO ANALYST
Candidate will also support daily portfolio hedging activities.
The Job Summary
This individual will support the firm's risk management, portfolio analytics and other quantitative reporting initiatives including overseeing daily reports that assist the investment management team in assessing portfolio risk exposures and benchmark characteristics. Daily responsibilities include producing, reviewing and disseminating morning risk reports to the trading desk, modeling securities and assisting the investment team with daily cash flows. Additionally, the individual will be involved in producing monthly performance attribution reports for the investment team and client service, as well as assisting with the month end pricing process.
Responsibilities:
Responsible for daily review, set-up, and maintenance of security analytics for internal risk reports.
Interface across departments to resolve issues pertaining to analytics, performance attribution and data integrity
Monitor portfolio activity, cashflows and market value changes daily to ensure accuracy
Assist investment team with trade allocations and hedging, as needed
Create and review performance attribution and position reports to ensure accuracy
Competencies:
Solid understanding of fixed income securities, including corporates, governments, structured products, bank loans, and non-dollar securities.
In depth knowledge of performance attribution, as well as other risk management statistics
Experience with vendor systems is a plus (Bloomberg Terminal API functions, Barclay's Live/Point, Yieldbook)
Capable of managing multiple tasks efficiently and accurately in a fast-paced environment
Must have strong analytical and problem solving skills
Strong interpersonal and verbal/written communication skills
Ability to work independently as well as part of a team.
Motivated and self-starter, willing to take the lead on special projects and technological advancements
Minimum Requirements:
Bachelor's degree, prefer Business, Finance, Economics or related field
CFA Charterholder or progress toward the designation preferred
Preferably 5 years working experience at an investment advisor or other financial institution.
EEO
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