Portfolio Manager

The Portfolio Manager will work closely with the Portfolio Managers and Senior Financial Analyst in the Portfolio Management Group and will work cross-functionally with Finance, Compliance and Legal.


Responsibilities include:
• Analyze and trade structured products which may including single family and multifamily mortgage backed securities, treasuries, municipal bonds, and short-term investments
• Perform portfolio management research and due diligence as necessary, including but not limited to, relative value and quantitative attribution analysis.
• Develop and execute portfolio strategies to meet portfolio objectives.
• Model and value investment portfolio on a monthly basis.
• Select securities and generate trading opportunities consistent with portfolio strategy and objectives and within the Trust’s investment guidelines and authorities.
• Prepare and analyze portfolio reports.
• Review trade and valuation documentation for compliance with procedures and policies.
• Research and analyze Agency RMBS, CMBS, Treasury and municipal.
• Monitor and assist in managing portfolio duration consistent with set targets.
• Macro-economic research and analysis

Requirements:

• Bachelor's Degree in finance, economics, mathematics or other related quantitative/analytical field from a leading, accredited college or university or equivalent experience.
• CFA
• 5+ years of experience trading/managing in agency RMBS/CMOs both in fixed rate specified and TBA flows and hybrid ARM/strip floating rate CMOs
• Strong Excel modeling skills, including statistical modeling
• Knowledge of structured products
• Knowledge of Bloomberg and portfolio management software
• Strong interpersonal skills along with the proven ability to build strong relationships with Portfolio Managers and across departments
• Ability to work collaboratively across the organization to resolve issues
• Outstanding analytical skills with strong problem solving skills

Salary Range (dependent on experience and qualifications): $170,000 - $220,000