Portfolio risk manager Atlanta ga

Job Description

Experience level: Mid-senior Experience required: 5 Years Education level: Bachelor’s degree Job function: Administrative Industry: Logistics and Supply Chain Compensation: View salary Total position: 1 Relocation assistance: No

JOB DESCRIPTION:

Job Summary

This position manages the facets of day-to-day portfolio management and monitoring for the Strategy and Allocation function within the UPS Investments group. The UPS Investments group is responsible for the investment activity of the UPS Defined Pensions Plans. Using research and data analysis, the incumbent will work closely with the Strategy and Allocation team to make critical investment, portfolio management, and strategic planning decisions. While this position will be supported by an investment analyst who reports to the Portfolio Manager, the incumbent will also conduct research and analyze derivative strategies and structures in support of portfolio management and due diligence activities.

The Strategy and Allocation team within the Investments Group manages efforts related to strategic/tactical asset allocation, derivative overlay management, hedging and risk management. This role manages all aspects of the Strategy and Allocation functions including data management, model construction and maintenance, portfolio construction, portfolio monitoring etc. This position provides opportunity to be creative and work on novel investment ideas and new data sources from professional publications and sell-side research. Displays ability to work in a team environment as well as independently is critical. The incumbent must be able to think critically with high degree of attention to detail. This position reports to and supports the Managing Director of Risk and Strategic Asset Allocation.

Responsibilities

Works with the Strategy and Allocation Team in managing all facets of multi-asset derivative portfolio including portfolio construction, strategy selection, performance monitoring and reporting, as well as compliance with financial reporting, legal and regulatory requirements

Oversees the development/maintenance of systems for downloading market data from various sources and managing the data repository and automating the process

Monitors reporting for derivative overlay portfolio, including monthly performance reports, regular updates with external managers, investment due diligence and regular industry updates

Analyzes the risk profile of the Group Trust’s assets and liabilities in Bloomberg, Aladdin or custom platforms

Reviews and utilizes research information to make investment recommendations based on solid understanding of portfolio theory, econometric principles, quantitative research and analysis

Supports broader Investments Group team with strategy and allocation

Employs expert Knowledge in statistical modeling within Python or similar coding language

Preferences

Bachelor’s Degree (or internationally comparable degree) in Economics, Financial Engineering, Computer Science, Mathematics or related field

Master’s Degree (or internationally comparable degree) in Economics, Financial Engineering, Computer Science, Mathematics or related field

CFA Charter Holder

Experience in Defined Benefit Pension Plan environment

BASIC QUALIFICATIONS:

Must be a U.S. Citizen or National of the U.S., an alien lawfully admitted for permanent residence, or an alien authorized to work in the U.S. for this employer

Employer will not sponsor a visa for this or future positions

Must be currently located in the same geographic location as the job or willing to relocate yourself

Must have a Bachelor’s Degree (or internationally comparable degree) or be a current UPS employee with three years of UPS experience

Must be proficient with Python

Must have minimum 5 years of relevant investment and analytical experience in a quantitative role

1.) Where is the candidate located? If candidate is not near the job location, please explain relocation plan in detail (e.g. timeline, relocating with family, selling/buying property)

2.) What is the candidate’s desired total compensation? (Please specify base salary vs. commission/bonus expectation)

3.) Has the candidate applied or been interviewed for any role with this company in the past? If so, please provide details.

4.) What is the candidate’s highest level of education?

5.) What is the candidate’s work authorization status?

6.) Please provide the link to candidate’s LinkedIn profile:

7.) Where are they in their search? Final interviews scheduled with other companies? How many other companies are interviewing the candidate? Please elaborate

8.) How soon can they start upon acceptance of an offer?

9.) Why is the candidate looking for career advancement? (Reason for looking for another opportunity?)

10.) Please elaborate of the candidates experience with Python

11.) Does the candidate have a minimum 5 years of relevant investment and analytical experience in a quantitative role?

Skills