Senior Analyst, Portfolio Strategy & Risk

Position Summary

The Senior Analyst, Portfolio Strategy and Risk is responsible for the development and ongoing generation of reporting, investment analytics, and insights to support the department’s strategic objectives. The position supports asset allocation, liquidity management, and portfolio construction across Trust portfolios, and advances an investment risk framework through quantitative analysis and other investment tools.

·      Generates and interprets data, performs advanced analysis, draws conclusions from data, and creates and delivers custom reporting used by the Investment Office to support portfolio discussions and decisions.

·      Based in Ann Arbor office

Essential Functions

·      Lead delivery and participate in the evolution of team reporting that evaluates asset allocation, rebalancing, performance, portfolio and market risk, and policy adherence of Trust assets

·      Automate processes and report production

·      Participate in ongoing development and leveraging of the Trust’s investment systems (e.g., MSCI Total Plan Manager, Bloomberg, Microsoft Fabric, PowerBI)

·      Assist with the continuous process of assessing, enhancing and utilizing the team’s investment models such as those used for private market allocation pacing or risk factor analysis.

·      Generate sophisticated analysis to support insights on key portfolio drivers, performance attribution, areas of concern or unintended concentrations

·      Serve as the last line of defense on the quality of all SR analytic results

·      Track market events to proactively understand and evaluate their impact on the investment portfolio

·      Support portfolio strategy and asset allocation discussions by contributing analytical insights and portfolio research for senior investment leadership and committee materials

·      Actively participate in new investment idea generation and strategy evaluations

·      Produce research on specific areas of the portfolio or special topics to support investment decision-making

·      Support the operational and quantitative due diligence analysis of prospective or current Trust investments

·      Appropriately document procedures to generate recurring analytics and reporting content, in support of transparency and a strong internal control environment

This list details the Trust’s assignment of essential functions to this position. Other duties or tasks may be assigned to this position. This job description is subject to change at any time.

Technical Competencies

·      Preferred - Applied experience with at least one programming language (VBA, Python, R, etc)

·      Foundational understanding of investment risk, and risk analytics associated with various investment products including equities, fixed income, and alternative asset classes

·      Broad understanding of the macro environment and the spectrum of investment risk factors across asset classes, and how those factors can affect market returns

·      Strong analytical and quantitative skills, with extreme attention to detail and highest level of care to assure integrity of results

·      Highly proficient in personal computer skills (Excel, PowerPoint) and technology driven

Personal Effectiveness Competencies

All employees of the Trust are expected to demonstrate relevant personal effectiveness competencies as specified in the Trust’s competency definitions.

·      Effective interpersonal communication skills. Ability to develop productive relationships across key constituents including the investment staff, finance staff, and service providers

·      Self-awareness, humility and strong appetite to learn something new each day

Minimum Required Experience

Three (3) years of business experience in investment related role.

Preferred Experience:

Experience working with an institutional allocator, OCIO platform, endowment/foundation, pension, family office or multi-asset class investment manager

Education, Professional Certifications and Licensure

·      Bachelor’s degree in analytical discipline such as finance, economics, engineering or science is required

·      Desire to pursue, or progress towards Chartered Financial Analyst and/or a financial risk management certification (e.g., FRM)

Working Conditions and Physical Effort

The physical requirements for this position are typical of office work. Occasional travel as required.