Head of Public Market Analytics

The Investment Manager Head of Public Markets Analytics (PMA) position offers a dynamic and impactful opportunity to influence investment decision making across external manager (including hedge funds) internal fundamental and internal quantitative portfolios totaling over $100 billion in AUM. As a leader you will shape the strategic vision of the PMA function mentor and motivate team members and build collaborative relationships with the investment teams. You will drive key initiatives in portfolio construction and investment risk management providing actionable analyses and recommendations to senior leadership. Additionally you will manage the investment data and analytics platform leveraging advanced quantitative methods modern data architecture and business intelligence tools. This position reports to the Managing Director Quantitative Equity.

WHAT YOU WILL DO:

Team Management
Plans organizes directs and monitors all operations of PMA to ensure accomplishment of agency and section goals and objectives.
Leads and mentors PMA team members including motivating developing and evaluating staff.
Establishes the strategic vision for the PMA function including determination and prioritization of key initiatives and projects.
Evaluates cost/benefit and makes decisions on quantitative methodologies applied tools used processes established and systems built.
Reviews the technical and quantitative work of team members to ensure robust implementation and highquality results prior to distribution to senior leadership and investment teams.
Trains team members in the use of analytical tools and interpretation of reports and analysis.
Ensures compliance with applicable federal state agency and department policies procedures and processes.
Develops and/or revises policies processes procedures and systems.

Portfolio Construction and Investment Risk Management
Provides proforma holistic risk and exposure views of aggregate portfolios.
Evaluates alignment of risk taking and investment conviction and recommends risk mitigation solutions such as hedging where prudent.
Conducts regular deep dive investment risk reviews at the individual strategy level and advises portfolio managers regarding portfolio construction optimization and position sizing.
Analyzes the proper mix of strategies managed by the separate teams within Public Markets as a key member of the Public Markets Portfolio Construction Team.

Investment Data & Analytics Platform
Manages and contributes to the development of a data & analytics platform which includes risk and performance attribution stress testing exante and expost analysis holdingsbased and returnsbased analysis.
Builds models conducts statistical research and develops and interprets quantitative analyses needed for input into manager selection investment monitoring and portfolio management.
Manages relationships with thirdparty data & analytics providers recommending the acquisition maintenance and integration of analytical tools.
Answers complex investment data mathematical and statistical questions.

WHAT YOU WILL BRING:

Required Education
Bachelors degree from an accredited college or university in mathematics statistics engineering data science or a closely related area.
A Masters degree in a related area may substitute for one (1) year of the required investment experience

Required Experience
Seven (7) years of fulltime directly related progressively responsible experience in professional investments or related experience including one year of experience producing and interpreting quantitative analyses of investment risk and performance (including holdingsbased analysis).
Three (3) years of experience coordinating leading or supervising the work of others required.
Experience may be concurrent

Required Registration Certification Licensure
None

Preferred Qualifications
Masters degree in mathematics statistics engineering data science or a closely related area.
Experience producing and interpreting quantitative analyses of investment portfolios.

Knowledge of:
Extensive knowledge of investment concepts terminology styles models strategies and fundamental investment factors.
Expert knowledge of statistical concepts methods and models including regression analysis and optimization and their application to investments.
Risk models (e.g. Barra Axioma) and their application to investments..

Skills in:
Planning organizing and prioritizing work assignments to manage a highvolume workload in a fastpaced and changing environment including leading a team of investment professionals.
Using a wide variety of mainstream portfolio analytic and statistical software products such as FactSet and Bloomberg.
Modern programming languages and techniques including Python.
Designing integrated data models paginated reports and interactive dashboards using business intelligence platforms (e.g. Power BI).
Presenting curated analytics and recommendations to groups with varied levels of investment and quantitative expertise.

Ability to:
Manage and drive to completion a broad set of concurrent priorities and projects.
Build constructive relationships within the PMA team and across the IMD.
Communicate complex quantitative concepts in a relatable manner to less quantitative colleagues.