Senior Investment Officer
The position of Senior Investment Officer will support the State Treasurer's Office $20.5 Billion investment program. The Treasurer's Office invests in a variety of asset classes including equities, fixed income, and alternative investments. This position will report to the Chief Investment Officer. Although investing knowledge and experience are important, a premium will be placed on applicants' quantitative and programming skill set.
ESSENTIAL FUNCTIONS: The listed functions are illustrative only and are not intended to describe every function which may be performed in the job level.
- Work with the Chief Investment Officer and Senior Investment Officers to develop and implement statistical trading models.
- Design, build and implement quantitative and computational financial models needed to support and inform the investment process.
- Assist in data analysis and data management.
- Analyze a wide range of investments and gauge their performance.
- Evaluate current manager performance vs peer group and relative index/indices.
- Assist the Chief Investment Officer in preparing for and deliver presentations to various parties.
- Assist in identifying overall and portfolio specific risk. Developing strategies to monitor and control risk.
- Prepare regular ad hoc performance and risk reports.
- Very strong programming skills in Python and C++ (or C).
- Strong grasp of quantitative financial models and experience in implementing them is particularly important. This includes Dynamic Multi-factor models, risk models, and interest rate and derivative models.
- Risk management experience is a plus.
- Strong quantitative/analytical aptitude and problem solving skills.
- Experience in developing and implementing parallel algorithms and programs is a plus.
- Strong data science skills and solid experience with pandas, numpy, Python-based statistics libraries or R.
- Working experience with relational and non-relational databases and query languages (SQL and JSON) is a plus.
- Strong quantitative skills including advanced econometric techniques, time series analysis (including Cointegration models and Dynamic PCA) and Monte Carlo simulations.
- Strong experience in analytical and numerical optimization (particularly stochastic programming) and experience with AMLs (Algebraic Modeling Languages).
- Experience with designing dynamic financial dashboards and familiarity with HTML and Flask (or Django) is a plus.
- Working experience with Bloomberg BQuant platform and BQL is a plus.
- Ability to work with unfamiliar concepts, take ownership of your work and deliver timely results.
- Ability to work in a dynamic team environment, strong interpersonal skills.
- Excellent verbal and written communication skills.
- Strong time management and the ability to work with minimal supervision.
- Desire to work hard, learn, and contribute to the team.
Preference may be given to those with a Master's Degree or a Ph.D. Degree in quantitative finance, computational economics, or other quantitative fields with strong programming background).
Experience in developing and implementing quantitative financial models is required.
Preference may be given for at least 3 years of progressive work experience (typically in Finance) with acquired knowledge at the level of an Investment Officer.
For more information or to apply online go to:
Human Resource Contact: 307-777-2417
Dates Open or Open Until Filled