Investment Data and Analytics Analyst
Investment Data and Analytics Analyst I Position
TMRS is a statewide public retirement system that provides retirement, disability, and death benefits for employees of participating Texas municipalities. Invested fund assets, about $30 billion, are highly diversified and have a significant allocation to alternative asset classes.
Risk Management is part of the Investment Department within TMRS. Responsibilities of Risk Management include Data and Analytics, which are at the underpinnings of understanding capital market behavior, estimating risk, and evaluating portfolio performance. Data and Analytics is responsible for all portfolio related data and the support of all investment analytics systems used by the Investment Department.
Our team seeks intellectual and creative analysts to work on projects ranging from research to reporting. Strong intellectual curiosity combined with an ability to dig into details and deliver results is a prerequisite. The work is team-based and involves architecting systems, building systems and processes, and maintaining data sets and tools key to portfolio risk and performance evaluation. Success in the job, including career progression, will be driven by successful contribution to the maintenance of the operational process driving risk and performance monitoring and executing on projects to enhance and improve these processes.
Under the general direction of the Director of Risk Management and the Investment Data and Analytics Analyst II, the primary role of the Investment Data and Analytics Analyst I will be supporting and expanding the internal Investment Data Warehouse, all aspects of Investment performance reporting, and management of data required and/or produced by performance reporting. The focus of responsibility for performance reporting is not production of performance reports (this is done by the custodian bank) but deep knowledge and oversight of this production, responsibility for all related data, and analysis of those results. At the Analyst I level, as opposed to Levels II and III, much of this responsibility will initially be in a supporting capacity. The successfully incumbent will be expected and encouraged to progressively take on independent responsibility and advance through the levels of this analyst role.
- Bachelors or advanced degree in Physics, Computer Science, Mathematics, or similar quantitative subjects
- Strong oral and written communications skills
- High level of organization and administrative skills
- Demonstrated persistence to see projects through to completion
- Ability to work independently and in a team environment
- Working knowledge of institutional investing in various asset classes including, equity, fixed income, hedge funds, private equity, real estate and familiarity with derivatives
- Familiarity with Relational Databases, ETL processes, SQL, Python, etc.
- Understanding of investment performance data and analytics
Training will be provided in areas including:
- Investment performance measurement theory and practice across all asset classes
- Oracle Database and SQL, to interact with and support data management resources related to performance reporting and analysis
- Performance attribution analysis