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Review Vacancy

Date Posted 07/20/22

Applications Due08/20/22

Vacancy ID108942

AgencyInsurance Fund, State

TitleSenior Quantitative Portfolio Analyst

Occupational CategoryOther Professional Careers

Salary GradeNS

Bargaining UnitM/C - Management / Confidential (Unrepresented)

Salary RangeFrom $225000 to $275000 Annually

Employment Type Full-Time

Appointment Type Permanent

Jurisdictional Class Exempt Class

Travel Percentage 20%

Workweek Mon-Fri

Hours Per Week 37.50


From 9 AM

To 5 PM

Flextime allowed? No

Mandatory overtime? No

Compressed workweek allowed? No

Telecommuting allowed? Yes

County New York

Street Address 199 Church Street

City New York


Zip Code10007

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:
In February 2022, the New York State Insurance Fund (NYSIF) was listed as the 37th Best Midsize Employer in America by Forbes. 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.

Name Renee Bartholomew


Fax 518-437-1618

Email Address


Street PO Box 66699

City Albany

State NY

Zip Code 12206


Notes on ApplyingPlease email cover letter and resume to

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