Thornburg needs to develop, enhance, and support risk, performance, and opportunity-set analytics for funds and strategy portfolios, ensuring data quality and implementing best practices in the use of Portfolio Analytics and Risk tools.
Requirements
- At least 5 years of experience with a focus on equity and fixed income portfolio analytics, security setup and pricing, performance reporting, portfolio optimization, and quantitative market risk commentary.
- Extensive hands-on experience with FactSet and Bloomberg is required; experience with Investortools Perform, Intex, and Microsoft Power BI is preferred.
- Expert and up-to-date knowledge of statistical/quantitative approaches to investment analysis and portfolio construction.
- A level of comfort with programming languages such as R, Python, C-Sharp, and VBA is expected.
- Inherent skepticism about data and outputs.
Responsibilities
- Development, enhancement, and support of risk, performance, and opportunity-set analytics for funds and strategy portfolios.
- Responsible for data quality and on-going production process maintenance, in collaboration with internal teams and external data/analytics vendors.
- Defining and implementing best practices in the use of Portfolio Analytics and Risk tools and protocols by the broad Investment Team.
- Implement and carry out the quantitative aspects of Thornburg’s risk management and portfolio construction processes, across equity and fixed income strategies.
- Maintain and expand the end-user analytics delivery platform housed in Power BI, as well as build and maintain the underlying reports and data processes in FactSet and other systems.
- Use PA tools, as well as onboard new tools as necessary, to fill scheduled and ad hoc requests for risk/performance/opportunity/optimization analysis from the Investment team.
- Preparing and delivering research notes, preparing the standardized risk packets, leading scheduled risk meetings with portfolio managers, and facilitating the ongoing quantitative refinement of the portfolios’ Philosophy and Process documents.
Other
- Strong academic track record; a degree in finance, economics, mathematics, or similar.
- Graduate degree in the above and a CFA/FRM designation is strongly preferred.
- Attention to detail is essential given the importance of communicating correct information to investors and other members of the investment team.
- Ability to organize, manage multiple tasks, prioritize effectively, meet deadlines, and deliver high quality, error-free work in a fast-paced environment.
- Excellent written, oral, and interpersonal communication skills.
