Overview As a Portfolio Construction Analyst you will advance fixed income portfolio construction and research, partnering with PMs, risk and client service teams to align frameworks with our investment philosophy. You'll enhance risk measurement, portfolio optimization, and regime analysis while sharing insights internally and externally. The role blends quantitative rigor with market curiosity to improve decision-making and resilience. This is a chance to influence how we express investment views and manage risk at scale.
Compensation / Benefits- PTO: three weeks in first year
- comprehensive health coverage
- 401(k) with generous match
- Employee Stock Investment Plan (ESIP)
- LEAP education assistance
- learning and career development programs
Responsibilities- Develop and refine portfolio construction and risk frameworks aligned with the team's philosophy
- Create market and macro risk factor models to assess exposures
- Assess position risk in standalone and portfolio contexts
- Conduct volatility forecasting research and develop optimization tools
- Identify market/risk regimes and evaluate performance across environments
- Improve downside risk management, sizing, and loss mitigation
- Build scalable frameworks for implementing flagship ideas in client portfolios
- Collaborate with client service and implementation to enhance guidelines and solutions
- Analyze options markets and cross-asset implications to express views
- Track trades, attribution, and reconcile results with third-party systems
- Produce risk research and investment insights for internal and firm-wide use
- Lead periodic portfolio and risk reviews with the investment team
- Explore AI-driven tools to enhance research and risk analysis
- Identify efficiency and scalability improvements through technology
Key requirements- 3-7 years of experience in fixed income, portfolio construction, risk management, quantitative research, multi-asset investing, and derivatives (options)
- Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related quantitative field; advanced degree and/or CFA preferred
- Strong understanding of portfolio theory, risk modeling, factor analysis, volatility, and optimization techniques
- Experience with portfolio analytics, attribution, and risk systems
- Familiarity with options markets and derivatives analytics preferred
- Strong programming and data analysis skills (Python, R, MATLAB, SQL, or similar)
- Experience with AI or machine learning tools in investment research is a plus
- Excellent communication skills to present complex ideas to both investment and non-investment audiences
- Demonstrated intellectual curiosity, independent thinking, and a research-oriented mindset
- excellent communication
- intellectual curiosity
- independent thinking
- portfolio theory
- risk modeling
- volatility analysis
