Location: New York,NY, USA
A Leading multi-billion dollar Investment Advisor in Manhattan is looking for a full-time, permanent, employee for a Portfolio Analytics Manager:
Position
The firm is seeking a Portfolio Analytics Manager to own investment and risk management-related firm-level analytics while managing a team of 2-3 analysts. This team is a part of the larger Portfolio and Analytics Group (PAG), the central analytics group for the Firm. As the team lead, the new hire will be primarily responsible for three broad areas:
1.Core routine analytics: The team produces critical investment and risk metrics used in the day-to-day management of the overall Firm s investment portfolio. The Portfolio Analytics Manager is the owner of the conceptual framework and routine outputs of a large set of critical analytics, including:
a.Aggregate granular systemic exposures in the portfolio, which provide the primary mechanism for managing systemic risk in the portfolio
b.Attribution of value-add from investment decisions to separate alpha from beta
c.Alpha risk in the portfolio (tracking error) and other risk calculation outputs
d.Detailed investment-level analytics outputs, which are critical components of investment decision-making
e.Reporting of the related output metrics to the Firm s Board and investors
2.Projects for improvements and updates to analytics: Own and execute projects for improvements to the analytics frameworks outlined above (collaborating with Investments/Risk/PAG/IT teams)
3.Ad-hoc research and analyses: Be a thought partner and provide analytical support to CIO/CRO/PMs in ad-hoc custom research analyses (either executing independently or working with analysts); recommend solutions, keep stakeholders informed upon execution, and utilize analyst assistance when it makes sense.
This role requires a very strong ownership mentality (including building a deep conceptual understanding and meticulous execution) of the routine analytics produced by the team and ensuring high-quality control of outputs delivered. In addition to routine analytics, we anticipate an increase in project work to improve existing analytics and create new analytics. Since the team is expected to work on a wide range of analytics, it is important for the candidate to grasp new concepts rapidly. The role also requires intellectual curiosity and a mindset for problem-solving to consider continuous improvements to routine tasks and to execute projects that will require collaboration with many stakeholders.
The new hire s expected time allocations: 25% routine tasks, 25% project-based, 30% ad-hoc, and 20% managing the existing team.
Profile of the successful candidate
The ideal candidate will have the following capabilities:
Desired Background