Portfolio Modeler - Fixed Income
This Portfolio Modeler position resides within the Portfolio Modeling Group and is a member of the Global Trading team in the Investments Division. The incumbent works directly alongside portfolio managers and traders to assist with the day-to-day portfolio implementation, management of accounts and order analysis. The incumbent will also be expected to provide analytical support to the investment process and perform ad-hoc investment analysis related to the strategies.
The Portfolio Modeler use their knowledge of the portfolio investment strategy and unique client requirements to oversee each account's investment activities. The incumbent handles account customization, interprets account guidelines, resolves compliance issues and oversees the performance composites. Responsibilities also include generating orders based on fund manager instructions and cash-flows.
Portfolio Implementation: Partner directly with the portfolio management team on the day-to-day implementation of the strategy through exposure monitoring, trade allocations and cash flow management.
- Work with internal systems designed for portfolio construction and trade modelling
- Work closely with the portfolio manager, investment analyst, traders, compliance and legal to generate investment orders in the Order Management System (OMS) reflecting policy changes and investment ideas.
- Monitor analytics and generate accurate portfolio exposure stats
- Determine delta, interest rate and currency hedging information, and other related daily portfolio functions.
- Support new account take-on process by serving as subject matter expert on investment related issues and working with the portfolio manager, sales and client service, operations, and compliance to understand client needs and to make recommendations for solutions that satisfy the various constraints.
Investment Analysis and Research: Analyze portfolio exposures, communicate with portfolio management, research investment ideas and recommend actions that help align portfolio positioning to strategy objectives.
- Develop and analyze performance attribution and risk reports
- Perform ad-hoc investment analysis for the strategies such as analyzing trade data, bets, and consistency versus benchmark
- Provide portfolio construction and analytical support to product development efforts
- Engage in project work to further the team's research and development efforts. This responsibility can take many forms depending on the team's needs and the individual's interests and skills.
PERSONAL ATTRIBUTES / SKILLS / QUALIFICATIONS
- Academic excellence
- Minimum 3 years relevant Asset management experience within Portfolio modelling or portfolio construction
- Completion of or progress towards CFA or a commitment to obtain the CFA charter in the future
- Knowledge of investments, portfolios, and trading
- Excellent fixed income knowledge
- Strong analytic skills and the ability to solve problems. History of using thoughtful, sound judgment.
- Ability to analyze a variety of information, to quickly draw relevant conclusions, and to summarize and communicate results effectively
- Excellent communication and interpersonal skills
- Attention to detail and accuracy
- Ability to work both independently and as part of a larger team
- Able to determine priorities, plan, organize and follow-through on assignments
- Open-minded, logical, determined, and highly ethical along with creativity, intellectual curiosity, and strong analytical skills
- Grace under pressure
- CFA qualification
- Direct experience with fixed-income and derivatives
- Experience with 3rd party or proprietary attribution and risk models