Fixed Income Portfolio Manager - Treasury
Summary of Job Responsibilities
This position is primarily responsible for being the lead Fixed Income Portfolio Manager on Colorado PERA’s actively managed Treasury portfolio and function as the lead analyst on the Mortgage-Backed Securities portfolio. Primary responsibilities include analyzing, identifying, recommending and executing investment opportunities. The objective of the role is to be a critical member of a team that takes methodical risk in assigned portfolios in order to consistently outperform the Bloomberg U.S. Treasury, Bloomberg U.S. MBS, and the Bloomberg US Aggregate indices.
Essential Duties and Responsibilities
Employees are held accountable for all duties of the job. Individuals must be able to perform these duties with or without reasonable accommodations.
• Function as the lead Fixed Income Portfolio Manager for the Treasury portfolio
• Function as the lead Analyst on the MBS portfolio
• Independently develop and articulate an investment thesis by conducting macro and sector research and utilizing internal and external models
• Treasury Portfolio: Develop a high conviction investment thesis to drive performance including but not limited to asset class positioning, duration, curve, off the run, and carry exposure
• MBS Portfolio: Develop a high conviction investment thesis on vintage, specified pool, agency swap, duration, convexity, stack, TBA and carry exposure
• Function as a critical member of a team making asset allocation recommendations across the Bloomberg US Aggregate sectors
• Independently identify and articulate individual security recommendations
• Responsible for trading fixed income securities
• Utilize investment software to perform portfolio analysis and reporting, including positioning relative to the policy benchmark, active risk, and performance attribution
• Demonstrates an appropriate sense of urgency and initiative
• Participates in training and educational opportunities for ongoing professional development
• Maintains regular and prompt attendance in the workplace
• Performs other duties as requested
• Job Qualifications
Bachelor’s degree in finance, business administration, accounting, or related field, MBA preferred, 7+ years of investment industry experience
• CFA completed or in progress
• Thorough understanding of financial concepts, markets, principles, and theories
• Understanding of macroeconomics and its influence on investments
• Demonstrated analytical, problem solving, and decision making skills
• Effective prioritization and time-management skills
• Excellent oral and written communication and presentation skills
• Interpersonal skills including leadership and conflict resolution
• Proficiency with MS Office, Bloomberg, and other financial software applications
• Ability to work effectively both independently and with others in a team environment
WORKING CONDITIONS
The physical demands described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodation may be made to enable individuals with disabilities to perform the essential functions.
• Standard office environment with frequent telephone communication, computer operation, and other office productivity machinery, such as a copy and printer machine.
• Occasional moving and positioning supplies in excess of 20 pounds
• All employees are expected to present themselves in a professional manner in alignment with the financial services industry
• Ability to sit for prolonged periods of time
• Ability to operate standard PC equipment
• Ability to manage frequent deadlines and tight schedules
• Occasional travel as necessary for business purposes
HYBRID WORK OPTION
• Opportunity to work from home up to three days per week. Eligibility dependent upon factors detailed in PERA's Work from Home Policy.
Apply tot his job
Apply To this Job
This position is primarily responsible for being the lead Fixed Income Portfolio Manager on Colorado PERA’s actively managed Treasury portfolio and function as the lead analyst on the Mortgage-Backed Securities portfolio. Primary responsibilities include analyzing, identifying, recommending and executing investment opportunities. The objective of the role is to be a critical member of a team that takes methodical risk in assigned portfolios in order to consistently outperform the Bloomberg U.S. Treasury, Bloomberg U.S. MBS, and the Bloomberg US Aggregate indices.
Essential Duties and Responsibilities
Employees are held accountable for all duties of the job. Individuals must be able to perform these duties with or without reasonable accommodations.
• Function as the lead Fixed Income Portfolio Manager for the Treasury portfolio
• Function as the lead Analyst on the MBS portfolio
• Independently develop and articulate an investment thesis by conducting macro and sector research and utilizing internal and external models
• Treasury Portfolio: Develop a high conviction investment thesis to drive performance including but not limited to asset class positioning, duration, curve, off the run, and carry exposure
• MBS Portfolio: Develop a high conviction investment thesis on vintage, specified pool, agency swap, duration, convexity, stack, TBA and carry exposure
• Function as a critical member of a team making asset allocation recommendations across the Bloomberg US Aggregate sectors
• Independently identify and articulate individual security recommendations
• Responsible for trading fixed income securities
• Utilize investment software to perform portfolio analysis and reporting, including positioning relative to the policy benchmark, active risk, and performance attribution
• Demonstrates an appropriate sense of urgency and initiative
• Participates in training and educational opportunities for ongoing professional development
• Maintains regular and prompt attendance in the workplace
• Performs other duties as requested
• Job Qualifications
Bachelor’s degree in finance, business administration, accounting, or related field, MBA preferred, 7+ years of investment industry experience
• CFA completed or in progress
• Thorough understanding of financial concepts, markets, principles, and theories
• Understanding of macroeconomics and its influence on investments
• Demonstrated analytical, problem solving, and decision making skills
• Effective prioritization and time-management skills
• Excellent oral and written communication and presentation skills
• Interpersonal skills including leadership and conflict resolution
• Proficiency with MS Office, Bloomberg, and other financial software applications
• Ability to work effectively both independently and with others in a team environment
WORKING CONDITIONS
The physical demands described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodation may be made to enable individuals with disabilities to perform the essential functions.
• Standard office environment with frequent telephone communication, computer operation, and other office productivity machinery, such as a copy and printer machine.
• Occasional moving and positioning supplies in excess of 20 pounds
• All employees are expected to present themselves in a professional manner in alignment with the financial services industry
• Ability to sit for prolonged periods of time
• Ability to operate standard PC equipment
• Ability to manage frequent deadlines and tight schedules
• Occasional travel as necessary for business purposes
HYBRID WORK OPTION
• Opportunity to work from home up to three days per week. Eligibility dependent upon factors detailed in PERA's Work from Home Policy.
Apply tot his job
Apply To this Job