Review Vacancy
TitleSenior Quantitative Portfolio Analyst
Occupational CategoryOther Professional Careers
Bargaining UnitM/C - Management / Confidential (Unrepresented)
Salary RangeFrom $175000 to $200000 Annually
Minimum Qualifications Basic Qualifications:
Bachelor’s degree with strong academic qualifications. Candidate should have a minimum of 5 years of experience in a comparable role. Preference will be given to candidates who have
worked at a “buy-side” institution, obtained a Master’s level degree in finance or a quantitative discipline, or possess the Chartered Financial Analyst (CFA) credential.
Seeking candidates with the following attributes:
• Experience with portfolio management software. Five years background and knowledge of analytic systems including Blackrock Aladdin and Bloomberg PORT (Intex a plus)
• Strong financial modeling skills
• Prior background in fixed-income analytics (equity market experience a plus)
• Competent programming skills (VBA) and proficiency in security modeling
• Deep interest in capital markets
• Solid mathematical understanding of fixed-income instruments
Duties Description Description:
The New York State Insurance Fund (NYSIF), with over $20 billion of assets under management, is seeking a Senior Quantitative Portfolio Analyst to join its investment risk management team. This position reports to the Chief Risk Officer. Salary will be commensurate with experience.
Illustrative Duties:
Senior Quantitative Portfolio Analysts are an integral part of NYSIF Investments, which manages or oversees portfolios across multiple asset classes. Analysts work closely with the
Chief Risk Officer and Chief Investment Officer on portfolio composition, asset-liability strategies, portfolio risk management, and the development/enhancement of portfolio analytics tools, outputs and deliverables, among other initiatives.
Specific duties may include, but are not limited to:
• Quantify risk exposures for all NYSIF portfolios, including those investing in fixed-income securities, equities and alternative assets
• Work closely with Chief Risk Officer and Chief Investment Officer on portfolio optimization and scenario analysis, and 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
• Measure and monitor various factor exposures across asset portfolios
• Measure, monitor, manage and report on various portfolio risk metrics such as VaR, credit VaR, expected shortfall, tracking error, stress testing, and asset-liability analysis
• Participate and contribute to regular portfolio strategy, credit review and risk management meetings, and contribute with ideas to improve portfolio structure, risk measurement, investment process, etc.
• Generate risk reports on both internally and externally managed portfolios for NYSIF colleagues and other stakeholders
• Produce and review performance attribution analysis and reports for internally managed portfolios, and assist in this work for externally manager portfolios.
Additional Comments NYSIF has a telecommuting program
Some positions may require additional credentials or a background check to verify your identity.