Investment Risk, Reporting and Data Analyst

Overview

Bloomberg Portfolio Management:
Maintain, update, and create Portfolio Management views in Bloomberg for both Money Market Fund and SMA Portfolio Managers. Ensure data integrity and accuracy of Bloomberg views to support efficient workflows and real-time trading decision-making. Conduct ongoing testing and validation following system updates, guideline changes, or portfolio amendments; work with Compliance, Accounting, and custodial data sources to confirm daily position data accuracy.

Coordinate with Portfolio Managers to identify workflow gaps and propose solutions through Bloomberg functionality. Actively develop Bloomberg expertise with expectation towards becoming the team’s primary internal resource and key point of contact for the Bloomberg relationship, including coordination with Bloomberg Representatives.

Partner with the Director of Risk and Middle Office and CIO to research, plan, implement, and test target state workflows across the Portfolio Management function. Leverage workflow and target state documentation as the foundation for collaboration with the Product and Information Technology/Development teams to improve daily processes, gain efficiencies, and advance automation of reporting and file extracts used by the team.

Support workflow improvement initiatives across trading, reporting, and portfolio analytics by coordinating across Money Market Portfolio Managers, SMA Portfolio Managers, Portfolio Management Analysts, Sales, Fund Accounting, SMA Accounting, Information Technology/Development, Product, and Compliance. Document workflow processes and contribute to procedure manuals and operational guides for Middle Office and Portfolio Management functions.

Develop, maintain, and enhance recurring portfolio risk, exposure, and performance reports — including WAM/WAL, liquidity, and issuer and concentration limits for Money Market Fund strategies, and duration, key rate duration, credit quality, and sector concentrations for SMA strategies. Provide support for compliance-support reporting. Review portfolio reporting for accuracy, completeness, and consistency; research data discrepancies and coordinate resolution with Portfolio Management, Accounting, Compliance, IT/Development, Product, and Bloomberg.

Support regular reporting packages for Portfolio Managers, the CIO, and senior leadership by summarizing key trends, exceptions, and data-quality observations; assist with gathering, organizing, and reviewing documentation in preparation for quarterly controls meetings. Support Compliance by researching portfolio data, Bloomberg outputs, and exception details related to pre-trade and post-trade compliance results; escalate potential compliance issues to Compliance for review and determination.

Build, enhance, and automate reports and analyses using Excel, Bloomberg, Python, and other approved reporting tools; support user acceptance testing (UAT) for reporting and workflow changes.

Work collaboratively with Money Market Portfolio Managers, SMA Portfolio Managers, Sales, Fund Accounting, SMA Accounting, Compliance, Information Technology, Product, and Bloomberg Representatives to ensure data accuracy and operational alignment. Escalate data discrepancies, system issues, and workflow risks promptly with clear documentation and recommended remediation. Support ad hoc analytical and reporting requests from Portfolio Managers and the Director of Risk and Middle Office.

Support Rates Research Lead by assisting in the development of structured finance holdings analysis tools. Assist in the development of Issuer template to develop time series analysis of issuance trends and behaviors of invested asset classes. Research mortgage, asset backed, and commercial mortgage sectors as directed by CIO and Portfolio Management Staff. Design approach and work with Bloomberg representatives to develop BQuant forms and tools to improve accessibility to relevant stats and characteristics across the investment team.

Development of Surveillance process for ABS/DUS holdings.…