Review Vacancy
TitleSr. Quantitative Portfolio Analyst (Special Investment Officer)
Occupational CategoryOther Professional Careers
Bargaining UnitM/C - Management / Confidential (Unrepresented)
Salary RangeFrom $140000 to $170000 Annually
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.