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ADMINISTRATOR VII

Senior Investment Analyst - Quantitative Strategies

Recruitment #17-006188-0005

Introduction

The Maryland State Retirement Agency is the administrator of the Maryland State Retirement and Pension System.  The System is a multi-employer, public employees’ benefit retirement system composed of twelve (12) separate retirement and pension systems with additional plan components, covering approximately 200,000 active members and more than 150,000 retires and beneficiaries.

The Agency is seeking an exceptional individual to serve as a Senior Investment Analyst in its Absolute Return Portfolio and Risk Management Section.

This is a Special Appointment position and serves at the pleasure of the Appointing Authority.

GRADE

22

LOCATION OF POSITION

120 East Baltimore Street

Baltimore, Maryland 21202

Main Purpose of Job

This position will support the management of overall portfolio risk across all asset classes; develop and improve the risk framework, including designing and implementing new quantitative models that track and predict risks; analysis of realized and expected performance and risk impact, along with research and development of trading and hedging strategies in light of market conditions; identify residual unhedged risk and associated impact on overall portfolio performance; assess tactical trade performance and provide market risk monitoring, analysis, reporting, stress tests and attribution for all asset classes; maintain responsibility for managing vendor relationships and maintaining quality of data feed into analytical tools; other projects as requested.

MINIMUM QUALIFICATIONS

Education:  Possession of a bachelor’s degree from an accredited four year college in Math, Science, Computer Science, Economics, Finance, Statistics, or similar fields of study.

Experience: Two years of investment experience dealing with risk and volatility of markets across investment asset classes. One year of experience using one of the following: MySQL, MS SQL Server, C/C++, MATLAB, R, or GRETL. .

DESIRED OR PREFERRED QUALIFICATIONS

Preferred Experience: 

* CFA, FRM designation and/or an advanced degree in Math, Science, Computer Science, Economics, Finance, Statistics or similar field of study.

* Experience in multiple coding languages.

 The ideal candidate will be an innovative thinker with strong communication skills; strong analytical, presentation and persuasive abilities with excellent interpersonal skills.

SPECIAL REQUIREMENTS

Due to the confidential nature of the work, selected candidates must undergo and pass a background check.

SELECTION PROCESS

Please make sure that you provide sufficient information on your application to show that you meet the minimum for this recruitment.  All information concerning your qualifications must be submitted by the closing date.  We will not consider information submitted after this date.

Successful candidates will be placed on the employment (eligible) list for at least one year.  This list will be used by the hiring agency to select employees.

For education obtained outside the U.S., a copy of the equivalent American education as determined by a foreign credential evaluation service must be provided prior to hire.

 

EXAMINATION PROCESS

The examination will consist of a rating of your education, training, and experience as presented on your application and as they relate to the requirements of the position.  You may be asked to complete a supplemental questionnaire.  The supplemental questionnaire may be used as part of the rating process.  Therefore, it is important that you provide complete and accurate information on your application. 

BENEFITS

FURTHER INSTRUCTIONS

The online application process is STRONGLY preferred.  If online access is not available, you may mail a paper application and supplemental questionnaire (if applicable) to:

DBM Recruitment & Examination Department
301 West Preston Street, Room 608
Baltimore, MD 21201

All mailed documents must include the applicant's name and the job number and must be received by the closing date. 

Please include a cover letter and resume with your application.  Resumes will NOT be accepted in lieu of completing the application.

If you have any questions concerning the recruitment process for this position, please call 410-767-4923.

TTY  Users: call via Maryland Relay

As an equal opportunity employer, Maryland is committed to recruiting, retaining and promoting employees who are reflective of the State’s diversity.  People with disabilities and bilingual candidates are encouraged to apply.

We thank our Veterans for their service to our country, and encourage them to apply.




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