AVP, Quantitative Analyst, Portfolio Analytics and Risk Reporting
Our client, a leading hedge fund, is looking for a quantitative risk professional to join their growing team in LA.
10th March, 2020
Our client is a leader among global investment managers specializing in alternative investments, with $122 billion in assets under management as of September 30, 2019. The firm emphasizes an opportunistic, value-oriented and risk-controlled approach to investments in credit, private equity, real assets, and listed equities. The firm has over 950 employees and offices in 18 cities worldwide.
Job Synthesis & Description
Our client's Portfolio Construction and Analysis department (“PCA”) is seeking an individual to join our team, providing quantitative capabilities focused on advanced financial engineering techniques/methodologies and security level analytics. This individual will partner with multiple departments across the company, serving as a thought and change leader supporting the build-out of their Enterprise Analytics platform. Create tools used for portfolio construction and analyses supporting both the investment and risk teams. In partnership with technology, operations, and investment professionals, this individual will design specifications for new portfolio and security analytics. Additionally, this person will perform quality tests, oversee the development to the production system lifecycle, and utilize advanced quantitative theories and methodologies to advance Oaktree’s investment and risk processes.
Work with PCA senior leaders and IT to drive the ongoing development of client Enterprise Analytics suite;
Collaborate with the investment teams, IT and other internal partners to draw up formal specifications for portfolio and security analytics needs;
Leadership role in all aspects of software development including specifications, testing, debugging, roll-out (including user training), documentation, and maintenance;
Design and implement operational processes to monitor the accuracy and timeliness of data flow, analytics calculators and report outputs;
Troubleshoot and resolve production related issues arising from missed or problematic data feeds, inaccuracies related to calculations, and report output discrepancies;
Create portfolio construction tools and analyses to enhance the investment and risk process
A Master’s degree in Financial Engineering or equivalent is required
Preference will be given to CFA/FRM candidates
Minimum of 2-5 years of experience at an asset management company, investment/portfolio analytics software vendor, investment/portfolio analytics consultancy, or other related financial services company working with credit products in an analytical capacity;
Working knowledge of security analytics for bonds, leveraged loans, convertible securities, derivatives (interest rates, credit and equity) and structured products;
Foundation in investment finance concepts and familiarity with credit instruments and Fund Accounting;
Ability to take leadership of assigned projects to resolution, seeking guidance and escalating issues as appropriate;
Comfortable and capable of working with strategy specialists, vendors, portfolio managers, and senior management to understand and define requirements;
Expertise in investment platforms, systems, operations, data flows, and processes, as it relates to alternative asset management and the investment lifecycle in general, is a plus;
Strong working knowledge of SQL is required
Experience using Python, R, C#, and MS Visual Studio preferred.
An interest or experience in Big Data, Machine Learning, AI, Deep Learning algorithms and investment financial models a plus