Portfolio Manager

Location
Washington D.C.
Salary
Competitive market salary with fantastic benefits
Posted
16 Aug 2022
Closes
21 Oct 2022
Certifications
CFA Charterholder
Employment Type
Full Time

Portfolio Manager

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.

Requirements:

  • 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.
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