FIXED INCOME & CREDIT PORTFOLIO ANALYST
The Arizona State Retirement System (ASRS) is seeking a Portfolio Analyst to play a key role on its Fixed Income & Credit Team. The Analyst will support the Deputy CIO and the asset class Portfolio Manager in managing the internally managed fixed income portfolio and monitoring the credit portfolio which includes investments in Private Credit, Distressed Debt and other credit investments. Responsibilities will include oversight of legal documentation, performance measurement and reporting, participation in quarterly manager calls, and—at the discretion of the Deputy CIO and Portfolio Manager—attendance at annual limited partner meetings.
Essential activities:
1. Assist with oversight of the Interest Rate Sensitive asset class, including portfolio management and trading responsibilities for the approximately $3 billion internally managed U.S. Treasury and futures portfolio. The role will also involve conducting investment research across sectors of the investment-grade market to evaluate potential inclusion in the Treasury portfolio and identify opportunities for incremental alpha outside the assigned benchmark. Responsibilities include utilizing Bloomberg PORT for portfolio construction and risk management, and offering trade support through execution of trades through Bloomberg, MarketAxess, and Tradeweb with approved broker-dealers
2. Assistance with the management and oversight of the Credit asset class including primary due diligence and monitoring roles for select Credit partnerships. The Fixed Income & Credit portfolio analyst will also assist in the identification of new investment ideas in Credit and conducts due diligence on potential externally managed opportunities across private debt, distressed debt, structured credit and other opportunistic strategies; including a comprehensive review of the investment and operational process, negotiating fund level economics, working with external legal counsel to review all fund terms and presenting attractive opportunities to the internal asset class committee.
Additionally, the Fixed Income & Credit Portfolio Analyst will assist in the following:
• Assist in the quarterly and annual reconciliation returns, including the calculation of asset class returns
• Assist in monitoring sector and geographic exposures across the asset class as well as offer trading support for internal portfolios
• Assist in the management of the deal documentation process, legal review, and financial administration
• Assist in the collaboration with legal counsel, accountants, consultants and other service providers to manage investment to closing
• Assist in analyzing operational due diligence for potential investments
• Assist in developing presentation materials for the asset class portfolio
• Track industry statistics while maintaining quarterly and semi-annual databases
• Work collaboratively across a number of functional areas within ASRS and with custodial bank and other external vendors and stakeholders
Full job ad is located on Azstatejobs.gov, Job ID 538527.
Apply tot his job
Apply To this Job
Essential activities:
1. Assist with oversight of the Interest Rate Sensitive asset class, including portfolio management and trading responsibilities for the approximately $3 billion internally managed U.S. Treasury and futures portfolio. The role will also involve conducting investment research across sectors of the investment-grade market to evaluate potential inclusion in the Treasury portfolio and identify opportunities for incremental alpha outside the assigned benchmark. Responsibilities include utilizing Bloomberg PORT for portfolio construction and risk management, and offering trade support through execution of trades through Bloomberg, MarketAxess, and Tradeweb with approved broker-dealers
2. Assistance with the management and oversight of the Credit asset class including primary due diligence and monitoring roles for select Credit partnerships. The Fixed Income & Credit portfolio analyst will also assist in the identification of new investment ideas in Credit and conducts due diligence on potential externally managed opportunities across private debt, distressed debt, structured credit and other opportunistic strategies; including a comprehensive review of the investment and operational process, negotiating fund level economics, working with external legal counsel to review all fund terms and presenting attractive opportunities to the internal asset class committee.
Additionally, the Fixed Income & Credit Portfolio Analyst will assist in the following:
• Assist in the quarterly and annual reconciliation returns, including the calculation of asset class returns
• Assist in monitoring sector and geographic exposures across the asset class as well as offer trading support for internal portfolios
• Assist in the management of the deal documentation process, legal review, and financial administration
• Assist in the collaboration with legal counsel, accountants, consultants and other service providers to manage investment to closing
• Assist in analyzing operational due diligence for potential investments
• Assist in developing presentation materials for the asset class portfolio
• Track industry statistics while maintaining quarterly and semi-annual databases
• Work collaboratively across a number of functional areas within ASRS and with custodial bank and other external vendors and stakeholders
Full job ad is located on Azstatejobs.gov, Job ID 538527.
Apply tot his job
Apply To this Job