The Senior Advisor, Portfolio Management leads the function's quantitative portfolio management strategy while independently completing the highest complexity quantitatively oriented analytical assignments, research analyses, model validation exercises, and studies on fixed-income sectors and individual securities that have a global impact.
Interfaces with and influences senior internal
investment and trading personnel and counterparties of the highest importance
to the organization. Serves as the global subject matter expert on investment
systems and software, including Bloomberg, QRM, and Blackrock’s Aladdin. Coaches
other professionals on improving their use of these tools and developing internal
reports to evaluate and measure portfolio duration, convexity, and Spread risk
trends. Reviews, analyzes, recommends performance-driven buy, sell and hold
activities for a large quantity of the highest complexity, develop reports to
view cross asset spread relationships to help guide asset allocation decisions.
Initiates projects and assigns tasks to more junior
professionals. Frequently guides discussions with portfolio managers on sector
allocation decisions. Leads the evaluation of performance/risk attribution for a
diverse portfolio of fixed income investments. A strong background in fixed income trading or
portfolio management is desirable. Is accountable for identifying risks,
and determines performance improvement and risk management strategies. Uses
strong influence to drive the implementation of suggested solutions globally.
Approves risk management solutions and leads more junior professionals in their
Leads the development of solutions for the automating of data accumulation analyses. Leads the development of reports that provide clear and accurate analyses and that identify and track risks. Provides reporting to senior internal stakeholders. Leverages longstanding, strong relationships with senior Management Group colleagues, external peers, auditors and regulators to gain relevant and timely market information. Develops and maintains studies, reviews and access to relative value and portfolio statistics on a wide variety of portfolio types. Is known as an expert at discerning and assessing the complex interactions of various aspects of structured-finance portfolio analysis, including how macroeconomic trends and governmental intervention affect prepayment speeds, how altered prepayment speeds and curves affect RMBS deal performance projections and how changes in RMBS deal performance projections will be affected by changing financial accounting and reporting standards.
Leads the work for the Portfolio Management team in the achievement of global objectives.
QualificationsBachelor's degree or the equivalent combination of education and experience is required. Degree in math, engineering, statistics, computational finance or economics preferred. MBA or CFA preferred. 15+ years of total work experience preferred. Experience in finance, investments (Modern Portfolio Theory), risk management, and/or derivatives preferred.
BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.
Primary Location: United States-New York-New York
Internal Jobcode: 85255
Organization: ECA and Portfolio Mgt Stgy-HR18126
Requisition Number: 1916935