Please contact Renu Goel 857-207-2676 renu.goel@yoh.com No visa candidayes for this please GC/USC only No relocation assistance by the client Quantitative analysis exp must Performs highly advanced (senior-level) fundamental investment research and analysis work. Work involves monitoring and operating various risk and investment data systems, improving, and developing risk and reporting tools, improving and developing new quantitative models used in analyzing investment data, and performing quantitative investment analysis for potential and existing investment opportunities. Works under minimal supervision, with extensive latitude for the use of initiative and independent judgment. The Risk Management team is responsible for analyzing and mitigating multiple types of risks across all asset classes, working closely with the investment team. The team is responsible for developing tools, metrics, and processes to understand, monitor and manage the risks in traditional and alternative investment strategies. ESSENTIAL JOB FUNCTIONS AND RESPONSIBILITIES LIST DUTIES AND RESPONSIBILITIES: APPROX. % OF TIME Designs and implements portfolio analytics to monitor the portfolio’s overall and relative risk by assessing how different factors impact performance, using various risk reports such as asset class exposures, tracking error, Value at Risk (VaR), stress tests, scenario analysis, and liquidity metrics. Provide risk management oversight through quantitative assessment of market exposures through quantitative assessment of market exposures Design and implement standardized internal risk reporting 25% Evaluate total fund performance attribution and identify sources of active and structural risk. Monitors and analyzes fund liquidity needs to ensure sufficient and optimal cash and leverage levels, including analyzing private asset pacing, building cash flow forecast models, and stress testing portfolio liquidity. Participate and lead group discussions regarding potential impacts on portfolios. Performs and leads quantitative due diligence for potential investment opportunities across all asset classes. Analyzes portfolio trends, risk exposures, and performance attribution. Supports investment decisions with data-driven analytics / research as needed. Develops and maintains models to give portfolio managers a better understanding of the range and distribution of potential outcomes of investment decisions in different market conditions. 45% Performs research related to investment strategies, best practices in predictive analytics and investment modeling, evaluation of current and prospective systems, and various areas of risk management and portfolio management. Performs qualitative and quantitative investment and risk analysis for potential investment opportunities and existing investments across all asset classes. Present results to external investment team members and to the Investment Committee. Participate in due diligence of investment managers Prepare reports, statistical studies, and presentation materials; and coordinate special projects. 5% Produces and owns regular reports on portfolio performance, asset allocation, and exposures. Automates and enhances the production of quarterly board books and presentations to executive staff and Board committees. Assists in regular reporting with data acquisition, reconciliation, and normalization. Contributes to the production of regular reports and presentations to executive staff and Board committees. 10% Participates in portfolio management and risk system evaluations and research to ensure implemented systems are aligned with industry best practices Maintain and assist in the design of existing and new module/system implementations of information databases and investment-related systems and software Design and build automated programs for data aggregation, data cleansing, and data transformation as a feed into any risk system as well as for enhanced analytics and formatting for Investment Team Identifies and interprets patterns and trends, assesses data quality and eliminates irrelevant data. Supports the development of improvements in analytic techniques and capabilities. May include structuring of new data, automating data feeds, monitoring data quality, and reconciling multiple data sources. Automates, audits, and reconciles collections of data provided from various sources, including consulting or coordinating with fund managers, custodians, consultants, internal systems, and third-party contractors. 15% MINIMUM QUALIFICATION REQUIREMENTS Education: Graduation from an accredited college or university with a bachelor's degree in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science) Preferred Education: Master's degree or PhD in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science) Experience: 6 years of investment /market related experience resulting in understanding of financial markets Well-versed in analytical and financial applications (e.g. Python, SQL, Matlab, or similar tools) Prior knowledge and/or experience with probabilities, statistics, and empirical analysis Experience managing risk in the context of an investment portfolio with multi-asset classes and using external holdings-based risk management systems General knowledge of risk management principles and practices. Preferred Experience: Experience using risk systems (MSCI HedgePlatform / RiskManager, MSCI Barra, Aladdin, TruView, etc.). Advanced Excel / Power BI Proficiency in Excel, Python, Matlab, VBA, and / or other programming languages (e.g., C++, Gauss, Stata, R, C++, SAS…etc.). Experience using Financial Data Tools (FactSet, Bloomberg, Rimes) Experience in investment data analytics tools / platforms (Backstop, LPAnalyst, Axioma, MSCI Burgiss, eFront, Venn, etc.) Experience using performance systems (Clearwater, Solovis, State Street system, etc.). Knowledge of index families and benchmarking (MSCI, Bloomberg, S
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