This job has expired, please see additional jobs below
Quantitative Portfolio Risk Manager
NorthStar Financial Services
Omaha, NE, United States
Job Details - this job has expired, please see similar jobs below
Description
The Quantitative Portfolio Risk Manager is responsible for assisting clients of Orion Advisor Services, LLC (“Orion”) with the quantitative tools offered for analyzing risk in client portfolios, interpreting results, and helping Orion’s clients understand how to use the tools for optimizing their client portfolios and managing investment models and strategies.
TRAINING AND SUPPORT
• Trains and implements clients on Orion’s portfolio risk analysis and optimization tools
• Interprets results of analytics and implements investor solutions
• Assists clients with trouble shooting issues with Orion tools or with data issues
• Helps create training content
• Hosts webinars or in person group training sessions with users
NEW TECHNOLOGY DEVELOPMENT
• Assists in creating specification documents for new technology to be developed
• Researches areas of weakness in technology and design technology roadmap to fill gaps
• Assists Investment Strategy Group with regression testing of features and functions of technology
BUSINESS DEVELOPMENT
• Helps support business development team by leading webinars and demonstrating product
• Trains business development team on key items related to product
• Shares product roadmap on a quarterly basis with Business Development team and others
TRAVEL ACTIVITIES
• Travels to client office locations to help with training and implementation
• Travels to Orion sponsored conferences to present product
May perform other duties as required and assigned
WORKING RELATIONSHIPS & CONTACTS
• Requires regular contact with Orion’s advisor clients.
• Requires daily contact with team members in the Investment Strategy group and data and programming staff.
• Requires occasional contact with external vendors of data and software used by Orion for portfolio risk analysis and management
KNOWLEDGE/SKILLS/ABILITIES:
• Knowledge of quantitative investment risk management tools such as Northfield, Barra, Axioma
• Ability to learn mathematical constructs of the tools and ability to interpret analytic results
• Ability to present to clients, teach complex problems, and communicate with team members and clients
• Ability to multi-task while maintaining careful attention to detail
• Ability to work effectively both individually and within a team environment
• Ability to work with a sense of urgency to meet deadlines and address competing priorities
• Proficient skills with Microsoft Office software including Word, Excel, PowerPoint and Outlook
• Effective written, listening and verbal communication skills
• Effective problem solving and organizational skills
EDUCATION:
• Minimum of a Bachelor’s degree in Finance, Business Management, Mathematics, Econometrics, or related field required
• MBA preferred, particularly if Bachelor degree not in abovementioned disciplines
• CFA preferred or those in Level II or III
EXPERIENCE:
• Minimum of 5 years of experience in the investment management field
• Prefer those with 2-3 years of experience in quantitative investment management disciplines or specific experience in using abovementioned quantitative tools.
• Those with related but not direct experience will be considered
*Equivalent education and experience will be considered