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
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