Associate Portfolio Manager
Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: January 29, 2021
Job Description:
Duties: Implements a disciplined systematic commodity investment
process across several mandates and client objectives, using
knowledge of a range of security instruments including, futures,
options, swaps, and other derivatives. Primary Responsibilities: Researches and manages systematic commodity portfolios, fixed
income portfolios, and TIPS (Treasury Inflation-Protected
Securities) portfolios. Collaborates with the research team to enhance portfolio
construction and optimization methods, model portfolio risk,
attribution, exposures, and contributes to signal research,
development, and maintenance. Communicates between the business development and client service
team to effectively articulate the strategy. Trades, manages risk, and invests daily shareholder
cashflows. Invests the collateral in fixed income securities. Informs investment decisions by analyzing financial information
to forecast business, industry, and economic conditions. Prepares plans of action for investment using financial
analysis. Evaluates and compares the relative quality of various
securities in a given industry. Conducts quantitative analysis of information affecting
investment programs of public or private institutions. Requirements: Masters degree (or foreign education equivalent)
in Finance, Financial Engineering, Accounting, Statistics, Business
Administration, Mathematics, or a closely related field and one (1)
year of experience in the job offered or one (1) year of experience
performing buy-side commodity strategy research, and trading and
portfolio analysis. Candidate must also possess: Demonstrated
Expertise (DE) implementing systematic trading strategies in
commodities; formulating operational strategy for cash management;
and managing collateral portion of commodity derivative portfolios;
DE modeling commodity and fixed-income derivatives pricing,
scenario analysis, and portfolio risk exposures, using Bloomberg
and Excel VBA; and using statistical analysis software tools -- R
and Python -- for risk analysis, signal back-test, and attribution;
DE replicating and optimizing index commodity portfolios
benchmarked to commodity indices -- Bloomberg Commodity Index, and
S&P GSCI index; and DE improving strategy signals and
optimizing portfolio sizing and trading procedures using
quantitative methods. To apply for this position, please send an email containing
cover letter and resume to careers@geodecapital.com. Please
reference ASSOCIATE PORTFOLIO MANAGER in subject line.
Keywords: Geode Capital Management LLC, East Hartford , Associate Portfolio Manager, Finance , Boston, MA, Connecticut
