Essential Job Functions:
The Portfolio Manager will work closely with the Portfolio Managers and Senior Financial Analyst in the Portfolio Management Group. Responsibilities include:
- Analyze and trade structured products which may include single family and multifamily mortgage-backed securities, US treasuries and short-term investments.
- Perform portfolio management research and due diligence as necessary, including but not limited to, relative value and quantitative attribution analysis.
- Develop and execute portfolio strategies to meet portfolio objectives.
- Model and value the Trust’s investment portfolio on a monthly basis.
- Security selection and generate trading opportunities consistent with portfolio strategy and objectives and within the Trust’s investment guidelines and authorities.
- Prepare and analyze portfolio reports, including drafting portfolio, investor and Board communications.
- Review trade and valuation documentation for compliance with procedures and policies.
- Portfolio management and macro-economic research and analysis
- Monitor and assist in managing portfolio duration consistent with set targets.
- 2-5 years of experience trading/managing in agency RMBS/CMOs both in fixed rate specified and TBA flows and hybrid ARM/strip floating rate CMOs
- Strong excel modeling skills, including statistical modeling
- Knowledge of structured products
- Knowledge of Bloomberg and portfolio management software
- Strong interpersonal skills and proven ability to build strong relationships with Portfolio Managers and across departments
- Ability to work collaboratively across the organization to resolve issues
- Outstanding analytical skills with strong problem-solving skills
- Proven ability to operate efficiently in a high-pressure environment and to deliver towards tight deadlines
Education & Certifications:
- Degree in finance, economics, mathematics or other related quantitative/analytical field from a leading, accredited college or university or equivalent experience.
- Holds the CFA Institute’s Chartered Financial Analyst designation.