Penn Mutual Asset Management is looking to enhance its portfolio performance, analytics, and quantitative reporting infrastructure, and is seeking a Portfolio Analytics Analyst to support and improve these areas.
Requirements
- Ability to build and maintain complex models with solid understanding of financial instruments, portfolio theory and risk metrics
- Understanding financial mathematics in relation to capital markets including fixed income, derivatives and alternative assets
- Knowledge of fixed income instruments and fixed income portfolio construction
- Ability to apply advanced analytics for trend analysis, including modeling (Monte Carlo simulation), sensitivity analysis, back testing and risk assessment
- Experience with FactSet Fixed Income Portfolio Analysis (FIPA) or equivalent
- Bloomberg (AIM, PORT, PM)
- Domo AI and Data Products Platform or equivalent business intelligence platform
Responsibilities
- Leverage programming, data analytics and AI tools to automate, integrate and streamline workflows
- Develop, maintain and enhance analytics infrastructure and reporting to support Portfolio Management and Operations teams
- Generate fixed income portfolio risk analytics and performance attributions to support analytics-driven insights for Portfolio Management
- Translate complex data into clear, actionable insights; conduct quantitative analysis (e.g., stress testing, risk analysis, hedging strategies and fixed income analytics)
- Produce standard and ad hoc risk and performance reports tailored for diverse audiences, ensuring accuracy, relevance and timely delivery
- Develop and manage portfolio analytics and performance dashboards for Portfolio Management's daily use
- Maintain adherence to established controls and regulatory standards throughout all analytics operations
Other
- Bachelor’s degree in mathematics, statistics, finance, data science or other relevant disciplines
- 2–5 years of experience in financial services or a quantitative role
- Excellent written and verbal communication skills and ability to translate complex data into clear insights
- Ability to collaborate effectively, manage multiple tasks simultaneously and adapt quickly within a team environment
- Strong desire to pursue and deepen knowledge of financial markets and investments
