Overview
Assists in managing and investing assets of the securitized bond portfolio, balancing strategic goals with performance objectives and developing analytical tools.
Tasks Summary
- Manages and invests securitized bond portfolio assets
- Balances long-term strategic goals with short-term performance objectives
- Develops and enhances analytical tools for security selection
- Monitors portfolio holdings and analyzes index cohorts
- Complies with risk control parameters
- Participates in investment recommendations for asset allocation
- Conducts portfolio reviews and presents findings
- Performs fundamental and quantitative fixed income structured securities analysis
- Reviews investment research and discusses with strategists
- Analyzes Agency MBS, ABS and CMBS structure, credit and collateral
- Attends investment conferences and seminars
- Evaluates performance of research providers and vendors
- Supports implementation of OIM projects
- Prepares reports for the Representative of the Secretary-General and Director of Fixed Income
- Reports on investments to governing bodies
Experience Requirements
- Demonstrated ability and sound knowledge of investing in US Fixed Income Securitized Products
- Sound understanding and professional experience in analyzing Agency MBS, CMBS and ABS
- Demonstrated understanding of mortgage backed securities and market intricacies
- Demonstrated understanding of investment objectives and risk management of portfolios including tracking error and curve risk
- Ability to conduct quantitative analysis and identify relative value opportunities
Qualification Requirements
- Advanced university degree (Master's or equivalent) in Business and Administration (MBA), Finance, Economics or related field is required
- A first level university degree in combination with additional years of experience in investment