The Investment Portfolio Analyst role conducts quantitative analysis of individual securities, industry segments, or other potential investment opportunities; monitors market conditions, external fixed-income research, and trading volume/activity; assists in the development of an investment strategy meant to enhance liquidity, profitability, and support the Company’s asset/liability management objectives; identifies relative value opportunities that support portfolio strategies; and prepares reports detailing current and projected portfolio composition and performance.
Stays abreast of macroeconomic and financial market conditions. Produce actionable market and economic research to support investment decisions. Collects and interprets price, yield, cashflow data, or other financial metrics on current and potential investment holdings. Tracks and reports on current or expected financial performance to support the bank’s asset/liability objectives. Integrates data from accounting and analytic databases into portfolio level reports on a periodic and ad-hoc basis.
Identify macro trends and perform relative value analysis across a wide range of security types. Collect and analyze financial information for assigned securities or sectors to assist in the development of investment strategies for one or more portfolios. Executes purchases and sales of fixed-income investments at the direction of the Portfolio Manager when necessary. Interacts directly with approved broker/dealers for trade execution and/or fixed-income market strategy discussion.
Interacts with internal departments on subjects such as cash management, security settlement, investment accounting, and interest rate risk management to support the bank’s asset/liability objectives. Keeps abreast of changes in the regulatory environment that could affect portfolio management strategy.
Develop and enhance management reporting, including using data models, data queries, and visualization tools. Assist with the preparation and assembly of report packages, including the monthly ALCO packet, for consumption by Senior and Executive Management and the Board of Directors.
Excellent quantitative and analytical skills
Advanced knowledge of financial theory (NPV, IRR, etc.) and its application through development of financial models
Working knowledge of macroeconomics and fixed income market dynamics
Experience With Financial Modeling And Advanced Microsoft Excel FunctionsExcellent interpersonal skills including proficiency in both oral and written communication, the ability to speak comfortably in front of others, and the ability to explain complicated concepts to non-practitioners
Preferred But Not RequiredFamiliarity with portfolio analytical tools such as YieldBook and/or Bloomberg.
Familiarity with any or all of the following: Visual Basic, SQL, and reporting and business intelligence tools such as R
CFA designation
Prior experience in bank Treasury
This level of knowledge is normally acquired through completion of an advanced degree in a field such as Business Administration, Finance, Economics, Engineering or Mathematics/Statistics OR 2-3 years of related work experience.