CFA Institute
Senior Analyst, Alpha Analytics & Portfolio Risk
CFA Institute, Chicago, Illinois, United States, 60290
The Investments team is responsible for managing the Foundation’s $8.5 billion investment portfolio. The capital is managed within a globally diversified, multi asset class portfolio with the objective of earning a 5% real return annually. This portfolio is the source of funds for the Foundation’s grant making activity and other organizational expenses.
The Senior Analyst, Alpha Analytics and Portfolio Risk is responsible for monitoring and reporting on risk and return factors impacting the Foundation’s portfolio and assisting with the implementation of the Foundation’s portable alpha program. The candidate will also assist in the performance evaluation and diligence of traditional and alternative investment managers. This person will report to the Managing Director, Asset Allocation, Risk Management and Alpha Strategies with frequent interaction with the Chief Investment Officer.
Job Description
Essential Duties and Responsibilities :
Calculate and monitor risk and return for the portfolio, including developing reports and custom analytics
Participate as a member of the Risk Committee
Implement the Foundation’s portable alpha program, interacting with the Foundation’s overlay manager, and executing derivatives trades to manage market exposure
Monitor and actively manage the Foundation’s counterparty risk
Analyze and manage a portfolio of short-term cash enhancement instruments
Participate in prospective manager presentations and assist with the performance analysis, diligence and underwriting of potential investments
Assist in quantitative analytic projects across the portfolio such as asset allocation, risk management, and sensitivity analysis
Evaluate portfolio construction and its impact on risk and return across the portfolio
Measure currency and factor exposure across the portfolio, evaluating hedges for both public and private investments
Prepare verbal and written presentations as requested
May perform other duties as assigned
Qualifications:
An undergraduate degree in a quantitative field of study such as mathematics, engineering, or computer science, with a strong preference for a CFA candidate or CFA charterholder
A minimum of 3-7 years in the financial markets, with knowledge of equity derivatives and their pricing models
Must have excellent quantitative skills with a strong knowledge of statistics and financial time series analysis
Advanced experience with Excel required. Programming experience with VBA, Power Query, and business intelligence tools such as Power BI (DAX) is preferred
Must be a sophisticated investment thinker with a strong desire to maintain the Foundation’s outstanding reputation
Must have an intellectual curiosity and ability to explore and evaluate complex investment opportunities
Must have outstanding verbal and written communication skills and be able to effectively communicate with a seasoned investment committee
Ability to learn and effectively use various software programs used by the Investment Department
Ability to function effectively as a team member and work independently as needed
Thorough professionalism in all technical and non-technical aspects of the position
Must have a commitment to excellence and dedication to see all assignments through to completion
The position is currently hybrid and based in Chicago, Illinois.
Annual starting salary for this role will start at $100,000. This position is also eligible for an incentive bonus of up to 70% of the base salary.
Physical Requirements and Work Environment
:
The work environment is an office setting. Intermittent physical activities will include bending, reaching, sitting, and moving around the office during working hours. Reasonable accommodations may be made to enable a person with physical disabilities to perform the job.
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The Senior Analyst, Alpha Analytics and Portfolio Risk is responsible for monitoring and reporting on risk and return factors impacting the Foundation’s portfolio and assisting with the implementation of the Foundation’s portable alpha program. The candidate will also assist in the performance evaluation and diligence of traditional and alternative investment managers. This person will report to the Managing Director, Asset Allocation, Risk Management and Alpha Strategies with frequent interaction with the Chief Investment Officer.
Job Description
Essential Duties and Responsibilities :
Calculate and monitor risk and return for the portfolio, including developing reports and custom analytics
Participate as a member of the Risk Committee
Implement the Foundation’s portable alpha program, interacting with the Foundation’s overlay manager, and executing derivatives trades to manage market exposure
Monitor and actively manage the Foundation’s counterparty risk
Analyze and manage a portfolio of short-term cash enhancement instruments
Participate in prospective manager presentations and assist with the performance analysis, diligence and underwriting of potential investments
Assist in quantitative analytic projects across the portfolio such as asset allocation, risk management, and sensitivity analysis
Evaluate portfolio construction and its impact on risk and return across the portfolio
Measure currency and factor exposure across the portfolio, evaluating hedges for both public and private investments
Prepare verbal and written presentations as requested
May perform other duties as assigned
Qualifications:
An undergraduate degree in a quantitative field of study such as mathematics, engineering, or computer science, with a strong preference for a CFA candidate or CFA charterholder
A minimum of 3-7 years in the financial markets, with knowledge of equity derivatives and their pricing models
Must have excellent quantitative skills with a strong knowledge of statistics and financial time series analysis
Advanced experience with Excel required. Programming experience with VBA, Power Query, and business intelligence tools such as Power BI (DAX) is preferred
Must be a sophisticated investment thinker with a strong desire to maintain the Foundation’s outstanding reputation
Must have an intellectual curiosity and ability to explore and evaluate complex investment opportunities
Must have outstanding verbal and written communication skills and be able to effectively communicate with a seasoned investment committee
Ability to learn and effectively use various software programs used by the Investment Department
Ability to function effectively as a team member and work independently as needed
Thorough professionalism in all technical and non-technical aspects of the position
Must have a commitment to excellence and dedication to see all assignments through to completion
The position is currently hybrid and based in Chicago, Illinois.
Annual starting salary for this role will start at $100,000. This position is also eligible for an incentive bonus of up to 70% of the base salary.
Physical Requirements and Work Environment
:
The work environment is an office setting. Intermittent physical activities will include bending, reaching, sitting, and moving around the office during working hours. Reasonable accommodations may be made to enable a person with physical disabilities to perform the job.
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