Investment Portfolio Analytics Consultant
Investment Portfolio Analytics Consultants work closely with teammates to support Allspring's investment leadership and investment teams. This includes building and maintaining our investment risk monitoring and analytics infrastructure; integrating new vended risk models and systems; enhancing the capabilities of existing proprietary risk models and systems; validating and testing internal and vended models; developing new proprietary tools to address emerging needs; and performing ad hoc research on behalf of a variety of internal clients.
- Execute operational procedures related to the production of investment analytics and risk reports.
- Perform ad hoc (generally statistical) analysis of investment strategies to support investment leadership.
- Develop proprietary software to solve complex quantitative problems.
- Analyze the modeling of securities in analytics systems to ensure proper representation of economic and risk exposures.
- Research, identify and apply mathematical models appropriate to specific problems.
- Participate in and contribute to regular meetings to discuss how the current market environment, emerging risks, and product positioning may drive absolute, benchmark-, and peer-relative investment performance.
- Conduct regular, strategy-specific risk analysis for a set of investment strategies.
- Communicate observations both verbally and in writing.
- 1+ year of investment management experience, investment reporting experience, or a combination of both.
- BA/BS Degree or higher in business administration, finance, computer science, mathematics, economics, statistics, applied mathematics, financial engineering, econometrics, actuarial science, physics, computer science, or engineering.
- Programming experience with demonstrated exposure to multiple languages such as Python, SAS, R, SQL, VBA, C++, or similar languages.
- Demonstrated strong understanding of the capital markets and various asset classes: equities, fixed income, FX, and commodities.
- Attainment or progress toward at least one of the following: Graduate degree in business or quantitative discipline, Chartered Financial Analyst (CFA) charter, FRM or PRM risk management certifications, Certified Investment Management Analyst® (CIMA®) certification.
- Experience performing statistical and economic research using financial data and conducting research on various aspects of implementation of investment strategies such as trading cost models, return signals, risk models, option pricing, optimization, and portfolio construction.
- Experience working with investment analytic systems such as FactSet and Bloomberg.
- Demonstrated history of strong analytical skills and attention to detail.