Portfolio Analyst

Position Description:

Provides investment support for one or more Fixed Income portfolio management teams.  Works under the guidance of the portfolio managers in support of the investment process. Works with fixed income investing, and portfolio analysis and implementation techniques. Provides technology engagement and data management capabilities.

Primary Responsibilities:

• Works with Portfolio Managers to ensure portfolios are structured appropriately relative to their benchmarks, strategies, or risk objectives.  

• Works with Portfolio Managers to ensure portfolio targets for cash and duration exposures are managed appropriately.

• Analyzes shareholder/client activity and works with Portfolio Managers on investment and divestment options.

• Creates trade orders and ensure orders, trades, and portfolios are in compliance.

• Works to develop an understanding of the team domain and shares knowledge across teams.

• Uses technical skills (SQL, Python etc.) to improve and iterate existing tools.

• Performs analysis projects in conjunction with portfolio managers to continuously refine and improve the investment methodology.

• Contributes to the implementation, launch, on-going management, and improvement of investment strategies using scalable methodologies.

• Develops constructive relationships with research analysts, quantitative analysts, traders, and investment operations to support the investment process as the business scales.

Education and Experience:

Bachelor’s degree (or foreign education equivalent) in Finance, Quantitative and Computational Finance, Mathematics, Applied Mathematics, Financial Engineering, or a closely related field and three (3) years of experience as a Portfolio Analyst (or a closely related occupation) providing support for fixed income processes, monitoring fixed income markets, and building tools/creating processes to monitor fixed income securities.

Or, alternatively, Master’s degree (or foreign education equivalent) in Finance, Quantitative and Computational Finance, Mathematics, Applied Mathematics, Financial Engineering, or a closely related field and one (1) year of experience as a Portfolio Analyst (or a closely related occupation) providing support for fixed income processes, monitoring fixed income markets, and building tools/creating processes to monitor fixed income securities.

Skills and Knowledge:

Candidate must also possess:

• Demonstrated Expertise (“DE”)building US investment grade fixed income analytics tools and models using SQL, Python, and VBA.

• DE automating reports to analyze and monitor US investment grade fixed income exposures including duration using VBA, Python, and SQL.

• DE assessing market risk of US investment grade fixed income securities including municipal, corporate, government and mortgage-backed securities by evaluating bond structures, economic data, and sensitivity to changes in interest rates and credit spreads.

• DE in pricing of US investment grade municipal & corporate bonds by understanding methodologies of BVAL, yield curve construction, relative comparable analysis, and trace prints using Bloomberg Terminal.

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