Securitized Fixed Income Analyst II

State of Maryland; Maryland; On-site; USD 90,000 - 120,000; Full time

Benefits offered by this job

On-site fitness center

Building security and access to local享

Job summary

The Maryland State Retirement Agency seeks an analyst to support a securitized fund and related strategies. You will perform analytical duties, assist with fundamental and quantitative analysis of securitized fixed income, and help monitor risk exposures and trading activity.

Collaborating with portfolio managers and external providers, you will help ensure accurate performance analytics and stay informed on macro indicators affecting rate-sensitive and credit portfolios.

Qualifications

• Four-year degree from an accredited college/university in a quantitative discipline (Math, Statistics, CS, Data Science, Physics, Engineering, Economics, Finance).
• Three years of relevant investments or finance experience.
• Notes: substitutions/additional degrees may count toward experience; CFA/CPA/CAIA may count for experience.

Responsibilities

• Provide analytical support for internally managed Securitized Fund and externally managed securitized strategies.
• Assist Senior Portfolio Manager with fundamental and quantitative analysis of securitized fixed income securities.
• Monitor and manage risk exposures of new and existing trades.
• Collaborate with portfolio managers, research providers, and brokers to gather insights for trading decisions.
• Ensure accuracy of performance and risk analytics for all securitized investments.
• Review and reconcile cash, positions, performance, and trading activity with systems and custodians.
• Support brokers and counterparty relationships; assist in executing MSFTAs and futures give-up agreements.
• Back up Lead Portfolio Manager for the internally managed Securitized Fund; monitor rate-sensitive and credit portfolios.

Skills

Analytical skills

Quantitative analysis

Collaboration

Risk management

Financial industry knowledge

Education

Bachelor's degree in quantitative discipline

Tools

Bloomberg Terminal

Yieldbook

Intex

Excel

Job description

The Maryland State Retirement Agency seeks an analyst to support a securitized fund and related strategies. You will perform analytical duties, assist with fundamental and quantitative analysis of securitized fixed income, and help monitor risk exposures and trading activity.

Collaborating with portfolio managers and external providers, you will help ensure accurate performance analytics and stay informed on macro indicators affecting rate-sensitive and credit portfolios.