Portfolio Construction Analyst (SR AS)

Position Summary The Portfolio Construction Group (PCG) performs a central role in GPIM’s investment process. In collaboration with other groups at the firm, PCG creates tailored investment strategies that offer solutions to complex challenges faced by sophisticated clients in both the institutional (insurance, pension, endowment) and retail (mutual fund, SMA) channels. In addition to investment strategy, PCG has further responsibilities spanning across product development, business development, and client service. PCG’s work is multi-dimensional, incorporating investment research across asset classes (with a primary focus on fixed income), bespoke strategic model portfolio design, asset/liability modeling, risk management, and performance attribution. On an ongoing basis, PCG partners closely with the Portfolio Management, Sector Management/Trading, Marketing, Risk Management and Operations functions of GPIM. Success in PCG requires a wide array of talents: industry knowledge, technical skills, intellectual curiosity, and effective communication. Our ideal hire is equally comfortable debugging code and pitching strategic recommendations to senior executives. Responsibilities Key Responsibilities Generates weekly and monthly internal reports for the PCG and internal clients, for example: Surveys sector desks for indicative yield levels Prepares regular and ad hoc evaluation of fixed-income portfolio analytics and “new money portfolios” to support Portfolio Management and Client Service Interfaces with Sector Desks, Operations and external vendor (BlackRock Solutions) regarding positions and portfolio data, quantitative and analytical issues Assists in developing model portfolios for new and existing clients, “deep-dive” portfolio restructuring analysis and stochastic simulation of portfolio performance Assists in creating, maintaining and documenting complex, quantitative analytical models needed for the range of PCG projects work Supports client service, marketing and business development efforts as needed, such as contributing to marketing or finals presentations. Develops knowledge of financial markets Qualifications Preferred Qualifications MBA and/or CFA Prior experience with insurance asset management Familiarity with regulatory and legal frameworks (e.g. insurance capital frameworks, Solvency II, 40 Act) Experience using Blackrock Aladdin suite Proficiency with Python and/or SQL Experience developing and using stochastic forecast models Experience performing and interpreting fixed income performance attribution Experience supervising and mentoring junior team members Self-motivated, strong work ethic Team-oriented, enjoys working collaboratively Intellectually curious, continually learning, highly adaptable Comfortable with complexity, enjoys problem-solving, solutions-oriented Strong interest in fixed income markets Keen attention to detail Basic Qualifications BA/BS in a quantitative discipline Minimum 4-6 years of fixed income investment management experience Strong quantitative, analytical, and financial modeling ability Highly proficient with Excel (including VBA) and Bloomberg Fluency with characteristics of assets across the fixed income universe, from Treasuries to OTC derivatives Strong communication skills (written and verbal) Salary Range Annual base salary between $110,000.00-$125,000.00 The base salary range represents the low and high end of the anticipated base salary range for this position. Actual base salaries may vary depending on factors such as location and experience. The range listed reflects base salary only, and the total compensation package may include other components such as incentive compensation. We focus relentlessly on delivering results through innovative solutions. We relish opportunities to solve complex problems through exhaustive approaches. As we conduct our business every day, every member of Guggenheim is expected to uphold our uncompromising standards for integrity and excellence and to be personally accountable for their actions and business results. Our principles entail engaging highly talented people, challenging them to think creatively, and encouraging them to achieve extraordinarily high standards in their fields of expertise. To succeed at Guggenheim, candidates should be a strong fit with our business principles, culture, and value system. We encourage you to review Our Firm page to learn more about how we seek to create value through our diversified businesses. Visit the link below to review our current openings and job descriptions and to apply today. We offer compelling opportunities for self-starters who take great pride in the quality of their work and seek to exceed expectations. We are looking for people who take ownership, adhere to the highest standards, and think creatively to realize opportunities. Guggenheim Partners is a diversified financial services firm that delivers value to its clients through two primary businesses: #GuggenheimInvestments, a premier global asset manager and investment advisor, and Guggenheim Securities, a leading investment banking and capital markets business. Guggenheim’s professionals are based in offices around the world, and our commitment is to deliver long-term results with excellence and integrity while advancing the strategic interests of our clients. Guggenheim is an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Learn more at GuggenheimPartners.com, and follow us on LinkedIn and Twitter @GuggenheimPtnrs.

Salary : $110,000 - $125,000