Dynamic Portfolio Optimization Specialist

18 hours ago


Stamford, Connecticut, United States AXA Investment Managers Full time
Job Description

The Assistant Portfolio Manager will support the US Fixed Income Investment team in the day-to-day management of accounts and the development of decision-making tools to improve the investment process.

Main Responsibilities:
  • Manage and maintain the US IG transaction database and related reports and analysis.
  • Enhance existing dashboards, portfolio optimizers, and associated tools (Bloomberg BBU/Port) to automate portfolio construction, surveillance, scenario testing, and analysis against a complex set of constraints and objectives (Risk, Guidelines, ESG...).
  • Screen eligible universe against NI's, secondary market dealer axes.
  • Maintain and organize all portfolio activities (asset transfers, buy/sell activities, corporate actions).
  • Monitor, communicate, and remediate client and group investment guidelines/accounting/cashflows/assets transfers with key stakeholders.
  • Facilitate transition from legacy platforms/systems (Geneva/FactSet/internal FO reporting) to going concern systems/processes (IPA/standardize P&R Solution reports).
  • Produce monthly client reports including FO-produced market/macro packs in US$ (monthly) and CA$ (quarterly).
  • Assist in reviewing corporate actions (i.e., exchanges and tenders).
  • Automate relative valuation tools to increase speed and scope of investment opportunity analysis.
  • Support Portfolio Managers in day-to-day account trading, reporting, and client projects.

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