Review Vacancy
Date Posted: 02/15/18
Applications Due: 03/15/18
Vacancy ID: 47763
Position Information
NY HELPNo
AgencyInsurance Fund, State
TitleSr. Quantitative Portfolio Analyst (Special Investment Officer)
Occupational CategoryOther Professional Careers
Salary GradeNS
Bargaining UnitM/C - Management / Confidential (Unrepresented)
Salary RangeFrom $140000 to $170000 Annually
Employment Type Full-Time
Appointment Type Permanent
Jurisdictional Class Exempt Class
Travel Percentage 10%
Schedule
Workweek Mon-Fri
Hours Per Week 37.50
Workday
From 8 AM
To 5 PM
Flextime allowed? No
Mandatory overtime? No
Compressed workweek allowed? No
Telecommuting allowed? No
Location
County New York
Street Address 199 Church Street
City New York City
StateNY
Zip Code10007
Job Specifics
Minimum Qualifications Bachelor’s degree and minimum of five (5) years of experience as a Senior Quantitative Portfolio Analyst (buy-side or sell-side). Preference will be given to candidates who have worked on the buy-side, obtained a Masters’ level degree in finance or a quantitative discipline, or Chartered Financial Analyst (CFA) credential. Candidates must be New York State residents or be willing to relocate.
Seeking candidate with the following knowledge, skills and abilities:
• Experience with portfolio management software. Five years background and knowledge of analytic systems including: Blackrock Aladdin and Bloomberg PORT (knowledge of Intex a plus)
• Strong financial modeling skills
• Prior background in fixed income analytics (equity and private markets experience a plus)
• Competent programming skills (VBA) and proficiency in security modeling
• Highly proficient in MS office
• Deep interest in capital markets
• Solid mathematical understanding of debt market instruments
Duties Description The Senior Quantitative Portfolio Analyst will be an integral part of NYSIF’s Investment Department, which manages over $17 billion in multi asset class portfolios. The Analyst will be responsible for working closely with the Chief Strategy/Risk Officer and Chief Investment Officer on portfolio composition, asset-liability strategies, portfolio risk management, and enhancing and developing portfolio analytics among other initiatives.
Duties will include, but not be limited to:
• Help quantify risk exposures for all NYSIF portfolios that include USD Credit, Collateralized Mortgage Obligations, Commercial Mortgage-backed Securities, Asset-backed Securities, Public Equity, and other alternative asset classes
• Work closely with Chief Strategy/Risk Officer and Chief Investment Officer on portfolio optimization and scenario analysis; help devise strategies to achieve stated portfolio objectives
• Use various systems (Bloomberg PORT, Aladdin, Yield Book and Intex) and compile exposure and risk related data
• Assist in measuring and monitoring various factor exposures across asset portfolio
• Help measure, monitor, manage and report on various portfolio risk metrics such as VaR, Credit VaR, Expected Shortfall, Tracking Error, stress testing, Asset-Liability analysis, etc.
• Participate and contribute to regular portfolio strategy, credit review and risk management meetings; contribute with ideas to improve portfolio structure, risk measurement, investment process, etc.
• Generate internal and external risk reports for investment department, executive staff, and NYSIF’s Board of Commissioners
• Review and produce performance attribution for internally managed portfolios
Additional Comments Must be a resident of New York State or be willing to relocate.
Some positions may require additional credentials or a background check to verify your identity.
Contact Information
Name Peg Raymond
Telephone
Fax 518-437-1618
Email Address hrexec@nysif.com
Address
Street 15 Computer Drive West
City Albany
State NY
Zip Code 12205
Notes on ApplyingCandidates should email or mail a resume and cover letter to:
The New York State Insurance Fund
Attn: Human Resources
15 Computer Drive West
Albany, NY 12205
E-Mail address: hrexec@nysif.com
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