Portfolio risk management

  • Monitor and manage risk of investment activities by employing a range of risk measurement tools and statistics; communicate findings to senior management
  • Contribute to the investment process by providing in-depth portfolio risk analysis and ad-hoc analytical support
  • Play a key role in enhancing internal risk controls on PM desk in order to minimize trading and operational risk
  • Continuously pursue and identify potential risk within our business and processes
  • Automate processes that can result in human error by eliminating manual processes where possible
  • Ability to use technology in order to systematically mitigate risk and improve desk efficiencies
  • Ensure controls are in place and are being followed
  • Monitor real time ETF spreads
  • Monitor index re-balance calendar and independently ensure portfolios are within their index weights
  • Join a culture that continuously looks to mitigate operational risk

Portfolio analytics

  • Provide exposure reporting across multiple portfolios and asset classes
  • Asset classes covered are: fixed income, equity, option overlay and currency
  • Work with portfolio management team to monitor positions and cash balances
  • Ensure data in ETF basket and confirmations files are accurate

Performance attribution

  • Responsible for producing portfolio performance and attribution reports.
  • Work with portfolio managers to identify sources of tracking or under/over performance.
  • Produce pre and post trade/rebalance analysis

Sales/Client Service

  • Being able to compare our ETFs with industry peers in order to develop key positioning ideas for portfolio managers and sales team
  • Foster a highly integrated and collaborative partnership with the sales team to deliver exceptional client service, through delivery of timely and insightful support and ETF analysis
  • Support products through education and sales
  • Promote BMO ETFs both externally and internally

Research/Investment Commentary

  • Maintain a high level of knowledge ETF markets
  • Provide investment analysis and commentary to the portfolio management and sales teams
  • Provide investment analysis on new product launches
  • Pre-product launch, work with index providers and product to understand index analytics such as sector/factor exposures, capitalization, liquidity, etc

Knowledge:

  • University graduate in Computer Science, Commerce, Business, Engineering, Mathematics or Economics is preferred but not required
  • CFA would be a benefit but not required.
  • A minimum 2-5 years of investment industry experience
  • Understanding and experience in multiple asset classes in addition to equities such as futures/forwards, options, fixed income, and currencies is seen as an asset.
  • Excellent working knowledge of global financial markets, investment management, products and marketing

Skills

  • Possess strong quantitative and technology skills
  • Ability to Program. Proficiency in Python is a requirement
  • Collaboration & team skills – in-depth
  • Analytical and problem solving skills – In-depth
  • Influence skills – In-depth

Source: for more information click here.

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