The Foundation

Financial Services

Manager,AlphaAnalyticsandPortfolioRisk

$0–0k Chicago, Illinois, United States FULL TIME Remote Friendly
The Brief

“Manager, Alpha Analytics and Portfolio Risk at The Foundation. Skills: Portfolio Risk, Alpha Strategies, Data Analytics, AI Integration. Run day-to-day operation of portable alpha program. Interact with overlay manager”

What You'll Achieve.

Earn 5% real return annually

Industry & Context.

Financial Services
Problems you'll solve

Data-driven decision making

What They're Looking For.

Must Have

Undergraduate degree in quantitative field, 7 to 10 years experience, Institutional multi-asset portfolio experience, Experience operating within institutional risk management framework, Hands-on experience decomposing manager returns, Working knowledge of equity and fixed income derivatives, Ability to design and maintain production data and analytics infrastructure, Advanced Excel, Proficiency in Python, Working knowledge of AI and large language models, Experience managing and developing analysts, Excellent communication skills

Nice to Have

Graduate degree a plus, CFA charterholder strongly preferred, Experience underwriting and overseeing external managers preferred

What You'll Do.

Run day-to-day operation of portable alpha program

Interact with overlay manager

Execute derivatives trades

Oversee program performance and operations

Operate portfolio risk management framework

Monitor total market risk

Monitor downside exposure

Monitor factor exposures

Monitor currency exposures

Monitor portfolio resilience

Lead decomposition and analysis of external manager returns

Analyze factor exposure

Analyze performance attribution

Analyze alpha-beta separation

Develop conclusions for senior portfolio managers

Manage counterparty risk

Monitor counterparty risk

Set counterparty risk limits

Report on counterparty risk

Manage portfolio of short-term cash enhancement instruments

Participate in prospective manager presentations

Contribute to underwriting of public equity mandates

Contribute to annual asset allocation process

Measure currency exposure

Measure factor exposure

Evaluate hedges for public investments

Evaluate hedges for private investments

Partner on design of data and analytics infrastructure

Define analytics needs

Shape analytical content of reports

Shape analytical content of dashboards

Shape analytical content of configuration models

Maintain technical fluency in data architecture

Maintain technical fluency in ETL pipelines

Maintain technical fluency in API-based integrations

Engage on design and implementation with Operations

Implement AI agent roadmap

Integrate AI agents with Dynamo

Integrate AI agents with analytics layer

Deploy AI agentic workflows

Evaluate AI agentic workflows

Govern AI agentic workflows

Partner on rollout and adoption of AI agents

Prepare materials for Investment Committee

Perform ad hoc analyses

Provide portfolio updates

Support strategic portfolio decisions

Manage direct reports

How You'll Work.

Team & Collaboration

Partner with Deputy CIO; Work with Operations team; Partner with Senior Analyst; Work with Investment Committee

Communication Scope

Present complex concepts

Process & Methodology

Roadmap planning

Free ATS check

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