Tuesday, November 10, 2009

Supervisor of Analytics - (US-CA-Greater Los Angeles)


Supervisor of Analytics - (US-CA-Greater Los Angeles)

Minimum Education:
Masters
Job Type:
Full Time
Jobcode:
WJKJA3

Oversee the firm's analytics team. The team is responsible for daily production of all security, portfolio and benchmark analytics in THE COMPANY'S global risk systems. In addition, the Analytics team develops and produces risk reports that assist the risk and portfolio management staff in assessing portfolio risk exposures. The Supervisor will also be assigned ad hoc analysis projects from senior staff in addition to team oversight duties. We are looking for an individual who is a proven leader, has a keen understanding of the financial markets and possesses strong operational, technical and analytics/risk management experience. The Supervisor must display a positive and action-oriented attitude and ensure that the group is efficient, motivated and appropriately staffed.

RESPONSIBILITIES/DUTIES:

 Manage the process for generation of all security and portfolio level analytics, risk measures and benchmarks.
 Lead the team responsible for quantitative risk analysis as required for portfolios and strategies
 Interface with and support several of the firm's major proprietary and vendor related systems and applications
 Interface across departments to resolve any issues as they pertain to analytics and data integrity
 Work closely with other areas of the firm to accurately and efficiently disseminate analytics information
 Train, coach and mentor staff members; formally review staff semi-annually

COMPETENCIES:

 Seven years' minimum experience in analysis of fixed income securities
 Demonstrated knowledge of fixed income instruments (debt, warrants, options, futures, OTC derivatives, etc) and financial markets across various countries and currencies
 Strong knowledge of global fixed income portfolio management strategies and benchmarks
 Strong technological acumen; advanced Excel, Access queries, SQL, and working knowledge of Bloomberg API
 Knowledge of risk systems (Point, Yieldbook, Algo, Intex, etc.) a plus
 Knowledge of mathematical/statistical systems (Matlab, R, SAS, etc.) a plus
 Excellent interpersonal skills, including verbal and written communication skills
 Must have a proven ability to motivate, mentor and lead a team of comparable size and skill
 Must be professional, detail-oriented, organized, proactive and possess the ability to perform in a fast-paced, high- pressure, team environment
 Flexible work hours required

ACADEMIC QUALIFICATIONS (MINIMUM REQUIREMENTS):

Graduate level degree in Computational Finance, Financial Engineering or related discipline
Chartered Financial Analyst certification or commitment to pursue.

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume.

NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES.

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