The Alaska Permanent Fund Corporation (“APFC”) manages the ~$80 billion Alaska Permanent Fund, a sovereign endowment established in 1976 to …
Investment Analyst, Risk
Pension Reserves Investment Management Board
The $77 billion Massachusetts Pension Reserves Investment Management Board (PRIM), an innovative and effective investment fund, seeks an Investment Analyst, Risk. Reporting to the Director of Risk, the Investment Analyst, Risk will be a key member of the Strategy group, directly supporting the Director of Risk. The position requires an analytical self-starter with strong research and communication skills. It is a great time to join PRIM as we are experiencing an exciting time of growth. Our team works hard on behalf of the Commonwealth, responsibly investing and growing the Massachusetts retirement fund for the benefit of our state and municipal employees and public school teachers. PRIM offers a healthy work-life balance and is an inclusive employer seeking to foster a diverse, collaborative and curious culture.
PRIM’s manages the Commonwealth’s pension assets to maximize the return on investment within acceptable levels of risk by broadly diversifying its investments, capitalizing on economies of scale to achieve cost-effective operations, and providing access to high quality, innovative investment management strategies, all under the management of a professional investment staff and members of the PRIM Board and its Committees.
Responsibilities and Duties Include:
- Generate, analyze, and tailor risk and performance attribution reports across different asset classes.
- Develop a broad toolkit of risk measurements and solutions to address the diverse needs of the PRIT portfolio including investments in public and private equity, public and private fixed income, real estate, hedge funds and real assets.
- Work with asset class teams to understand their investment process and provide tailored analytics and advice on risk decomposition and performance attribution.
- Use a consultative approach to identify problems and research possible solutions within the various asset classes.
- Actively support the process of manager selection and manager monitoring.
- Maintain awareness of available risk software vendors and products
- Evaluate risk concepts, methods and systems, and contribute to broader risk research initiatives (tail risk, liquidity risk, systemic risk spillovers and factor sensitivity, etc.).
- Advanced degree in finance, economics, mathematics, statistics, business and/or computer programming.
- CFA, CAIA, or FRM designations preferred.
- Experience working with alternative asset classes and multi-asset class portfolios.
- Factor investing related knowledge/experience strongly preferred.
- In-depth understanding of modern portfolio construction theories.
- Proficiency in risk measurement and performance attribution packages such as Barra, Axioma, Northfield, FactSet or Bloomberg.
- Experience with statistical software packages preferred.
- Ability to comprehend, synthesize, evaluate and clearly communicate complex financial concepts and solutions to a broad range of audiences.
- Strong problem-solving skills with high attention to detail, persistence, and a critical eye to identify shortcomings
- Must have excellent interpersonal, oral and written communication skills.
- Ability to work both independently and as part of a team.
It is the policy of Pension Reserves Management Board to afford equal employment opportunity to all qualified persons regardless of race, color, religious creed, national origin, ancestry, age, military status, sexual orientation, disability, genetic information, gender identity, gender expression or gender unless based upon a bona fide occupational qualification.
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Fund Manager from United States of America
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Asset Manager from United States of America
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