Thornburg Investment Management
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Senior Buy-Side Risk Quant
role at
Thornburg Investment Management . Thornburg is a global investment firm delivering on strategy for institutions, financial professionals and investors worldwide. The privately held firm, founded in 1982, is an active, high-conviction manager of fixed income, equities, and multi-asset solutions. Thornburg aims to deliver risk-adjusted outperformance over the long term and works with professionals who pursue investment outcomes beyond popular wisdom. Primary Job Function: The Senior Analyst, Portfolio Analytics and Risk (Senior Buy-Side Risk Quant) is a member of the Portfolio Analytics and Risk group within the Investment Team. This role is responsible for the development, enhancement, and support of risk, performance, and opportunity-set analytics for funds and strategy portfolios. It also covers data quality and ongoing production process maintenance in collaboration with internal teams and external data/analytics vendors, and for defining and implementing best practices in the use of Portfolio Analytics and Risk tools and protocols by the Investment Team. The focus of the Portfolio Analytics group is to implement the quantitative aspects of Thornburg’s risk management and portfolio construction processes across equity and fixed income strategies. The Senior Analytics, Portfolio Analytics and Risk, will work with group members and other teams to contribute to broad portfolio oversight. Stakeholders may include Distribution, Operations, Fund Accounting, HR, CEO and other roles. This role will help maintain and expand the end-user analytics delivery platform housed in Power BI, and will build and maintain reporting and data processes in FactSet and other systems. The Senior Analyst will also use PA tools and onboard new tools as necessary to fulfill scheduled and ad hoc requests for risk, performance, opportunity, and optimization analysis from the Investment team. The role is responsible for preparing research notes, standardized risk packets, leading scheduled risk meetings with portfolio managers, and supporting the quantitative refinement of the portfolios’ Philosophy and Process documents. The role requires strong knowledge of equity and fixed income analytics and portfolio management concepts, as well as formal training in statistical and quantitative investment analysis. It also requires the ability to convey complex statistical and risk management concepts to client-facing teams at Thornburg. An active interest in acquiring new fundamental knowledge and practical analytics skills is highly encouraged. Duties & Responsibilities: Generate and implement new ideas to improve client outcomes through quantitative analysis of portfolio construction, performance, and risk. Develop actionable insights into funds’ risk profiles and performance, for scheduled risk meetings and ad hoc requests. Monitor portfolio risk and performance; detect, investigate, and communicate anomalies. Collaborate with PM teams to refine the portfolios’ Philosophy and Process documents. Lead special initiatives that are of strategic importance for the team. Support and improve the team’s production process and ensure data quality and timeliness for risk and performance analytics. Develop and prepare reporting materials and dashboards to evaluate risk across the firm’s equity and fixed income platform. Research peer positioning, exposures, and performance using internal and third-party tools. Work with internal stakeholders to identify use cases and leverage data. Review and analyze operational data to compile into reports and presentations. Navigate the firm to complete tasks effectively. Develop consultative partnerships with internal teams and leaders to understand objectives, KPIs, and reporting requirements. Contribute to the achievement of function or business unit objectives and support data-driven decision-making. Conduct complex analyses and reporting for general business operations, initiatives, and strategic activities. Collaborate with and support senior leaders to ensure analytical and reporting needs align with business and operational needs. Requirements: Strong academic track record; a degree in finance, economics, mathematics, or similar. Graduate degree in the above and a CFA/FRM designation is strongly preferred. At least 5 years of experience with a focus on equity and fixed income portfolio analytics, security setup and pricing, performance reporting, portfolio optimization, and quantitative market risk commentary. Extensive hands-on experience with FactSet and Bloomberg is required; experience with Investortools Perform, Intex, and Microsoft Power BI is preferred. Expert and up-to-date knowledge of statistical/quantitative approaches to investment analysis and portfolio construction. A level of comfort with programming languages such as R, Python, C#, and VBA is expected. Attention to detail and ability to communicate correct information to investors and the investment team. Ability to organize, manage multiple tasks, prioritize effectively, meet deadlines, and deliver high-quality, error-free work in a fast-paced environment. Ability to conduct research in a collaborative team environment and deliver independent projects with limited supervision. Grace under pressure and adaptability; inherent skepticism about data and outputs. Excellent written, oral, and interpersonal communication skills. An attitude of continuous learning. Benefits include medical, dental, and vision coverage; employer 401(k) safe harbor and profit-sharing contributions; flexible work arrangements; paid time off; parental leave; employee assistance plan; commuter benefits; student loan repayment program; education reimbursement; and onsite amenities. All qualified applicants will receive consideration for employment without regard to age, race, color, religion, sex, national origin, disability, gender, gender identity or protected veteran status.
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Senior Buy-Side Risk Quant
role at
Thornburg Investment Management . Thornburg is a global investment firm delivering on strategy for institutions, financial professionals and investors worldwide. The privately held firm, founded in 1982, is an active, high-conviction manager of fixed income, equities, and multi-asset solutions. Thornburg aims to deliver risk-adjusted outperformance over the long term and works with professionals who pursue investment outcomes beyond popular wisdom. Primary Job Function: The Senior Analyst, Portfolio Analytics and Risk (Senior Buy-Side Risk Quant) is a member of the Portfolio Analytics and Risk group within the Investment Team. This role is responsible for the development, enhancement, and support of risk, performance, and opportunity-set analytics for funds and strategy portfolios. It also covers data quality and ongoing production process maintenance in collaboration with internal teams and external data/analytics vendors, and for defining and implementing best practices in the use of Portfolio Analytics and Risk tools and protocols by the Investment Team. The focus of the Portfolio Analytics group is to implement the quantitative aspects of Thornburg’s risk management and portfolio construction processes across equity and fixed income strategies. The Senior Analytics, Portfolio Analytics and Risk, will work with group members and other teams to contribute to broad portfolio oversight. Stakeholders may include Distribution, Operations, Fund Accounting, HR, CEO and other roles. This role will help maintain and expand the end-user analytics delivery platform housed in Power BI, and will build and maintain reporting and data processes in FactSet and other systems. The Senior Analyst will also use PA tools and onboard new tools as necessary to fulfill scheduled and ad hoc requests for risk, performance, opportunity, and optimization analysis from the Investment team. The role is responsible for preparing research notes, standardized risk packets, leading scheduled risk meetings with portfolio managers, and supporting the quantitative refinement of the portfolios’ Philosophy and Process documents. The role requires strong knowledge of equity and fixed income analytics and portfolio management concepts, as well as formal training in statistical and quantitative investment analysis. It also requires the ability to convey complex statistical and risk management concepts to client-facing teams at Thornburg. An active interest in acquiring new fundamental knowledge and practical analytics skills is highly encouraged. Duties & Responsibilities: Generate and implement new ideas to improve client outcomes through quantitative analysis of portfolio construction, performance, and risk. Develop actionable insights into funds’ risk profiles and performance, for scheduled risk meetings and ad hoc requests. Monitor portfolio risk and performance; detect, investigate, and communicate anomalies. Collaborate with PM teams to refine the portfolios’ Philosophy and Process documents. Lead special initiatives that are of strategic importance for the team. Support and improve the team’s production process and ensure data quality and timeliness for risk and performance analytics. Develop and prepare reporting materials and dashboards to evaluate risk across the firm’s equity and fixed income platform. Research peer positioning, exposures, and performance using internal and third-party tools. Work with internal stakeholders to identify use cases and leverage data. Review and analyze operational data to compile into reports and presentations. Navigate the firm to complete tasks effectively. Develop consultative partnerships with internal teams and leaders to understand objectives, KPIs, and reporting requirements. Contribute to the achievement of function or business unit objectives and support data-driven decision-making. Conduct complex analyses and reporting for general business operations, initiatives, and strategic activities. Collaborate with and support senior leaders to ensure analytical and reporting needs align with business and operational needs. Requirements: Strong academic track record; a degree in finance, economics, mathematics, or similar. Graduate degree in the above and a CFA/FRM designation is strongly preferred. At least 5 years of experience with a focus on equity and fixed income portfolio analytics, security setup and pricing, performance reporting, portfolio optimization, and quantitative market risk commentary. Extensive hands-on experience with FactSet and Bloomberg is required; experience with Investortools Perform, Intex, and Microsoft Power BI is preferred. Expert and up-to-date knowledge of statistical/quantitative approaches to investment analysis and portfolio construction. A level of comfort with programming languages such as R, Python, C#, and VBA is expected. Attention to detail and ability to communicate correct information to investors and the investment team. Ability to organize, manage multiple tasks, prioritize effectively, meet deadlines, and deliver high-quality, error-free work in a fast-paced environment. Ability to conduct research in a collaborative team environment and deliver independent projects with limited supervision. Grace under pressure and adaptability; inherent skepticism about data and outputs. Excellent written, oral, and interpersonal communication skills. An attitude of continuous learning. Benefits include medical, dental, and vision coverage; employer 401(k) safe harbor and profit-sharing contributions; flexible work arrangements; paid time off; parental leave; employee assistance plan; commuter benefits; student loan repayment program; education reimbursement; and onsite amenities. All qualified applicants will receive consideration for employment without regard to age, race, color, religion, sex, national origin, disability, gender, gender identity or protected veteran status.
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