DirecciónThe Senior Manager – Portfolio Modeling & Analytics is a key role within NALH Investments organization, reporting to the Director – Head of Investment Operations. This role will lead overall asset modeling, valuation, and performance reporting activities for the investment portfolio by developing and/or leveraging financial quantitative and reporting tools, including using advanced statistical models and industry leading platforms/tools. This role will engage with key business leaders including CIO, CFO, Controller and Appointed Actuaries as well as drive optimal processes and operational excellence across various processes and workstreams.
Roles and Responsibilities
- Lead the overall Portfolio Modeling & budgeting process including but not limited to developing projection models for various asset types, forecasting investment income/asset values/regulatory capital, and running stress testing/scenario analysis for statutory asset adequacy testing
- Oversee and review asset valuations from industry pricing solutions, conduct research on key valuation inputs, challenge prices as needed and/or analyze deltas to determine reasonability. Serve as a key member of the NALH valuation working group; lead quarterly valuation reviews with NALH senior leadership team as well as annual pricing vendor due diligence process
- Lead performance reporting & attribution for the portfolio; develop monthly/quarterly performance narrative with drivers. Establish and implement processes for producing & communicating timely and accurate performance reports
- Be a subject matter expert on risk management & performance reporting tools/platforms. Provide ad-hoc support & analysis on portfolio holdings, security master, market data and risk analytics etc. as needed
- Maintain strong partnerships with key stakeholders; lead cross functional projects and initiatives
- Drive transformation and simplification initiatives including standard work creation, process improvement/automation and operational efficiencies
Required Qualifications
- Bachelor’s degree, preferably in a quantitative field such as Finance, Economics, Statistics, Mathematics, or equivalent
- 5+ years of relevant experience; 2+ years of experience in capital markets, investment analytics, and/or market/investment risk
- Experience with risk management & performance reporting tools/platforms e.g., BondEdge, Aladdin, Clearwater, Bloomberg, Intex, QRM, RiskMetrics, etc.
- Experience with fixed income valuation
- Advanced technical skills, including proficiency working with large data sets
- Advanced presentation, written, and verbal communication skills
Desired Characteristics
- CFA/FRM or progress towards a CFA/FRM designation a plus
- Familiarity with one or more querying and/or programming languages e.g., SQL, Python, Excel (VBA), R; a plus
- Proven to be effective driving outcomes in large, matrixed organizations – understands how to navigate geographies, cultures, relationships, etc.
- Problem solver: analytical-minded, challenges existing processes, critical thinker
- Quick learner, can-do-attitude, self-starter, strategically prioritizes work
- Strong organizational and project management skills, ability to create efficiencies
- Highly collaborative person, comfortable with conflict and debate normally associated with change
