Manager, Alpha Analytics and Portfolio Risk
At a glance
AI generatedTL;DR
The Manager, Portfolio Risk and Alpha Strategies role at the John D. and Catherine T. MacArthur Foundation is a senior-level position within the Investments team, responsible for overseeing portfolio risk analytics, manager return analysis, and portable alpha programs. This individual will work closely with the Deputy Chief Investment Officer to manage market exposure through derivatives trades, monitor risk metrics, and develop strategic insights for asset allocation decisions. The ideal candidate should have extensive experience in institutional investment management, including expertise in risk budgeting, factor exposures, and AI integration within financial workflows. Proficiency in Python, advanced Excel, and knowledge of equity and fixed income derivatives are essential, alongside a background in quantitative fields such as mathematics or finance. This role involves shaping the team’s data infrastructure and contributing to the Foundation's global investment strategy, addressing pressing social challenges through robust portfolio management practices.
Skills
What you'll do
- Manage day-to-day operation of the Foundation’s portable alpha program and derivatives trades.
- Operate portfolio risk management framework, monitoring market risks and downside exposures.
- Lead analysis of external manager returns, including factor exposure and performance attribution.
- Develop conclusions from analyses for senior portfolio managers and CIOs.
- Implement AI agent roadmap in investment processes, ensuring technical governance frameworks.
- Mentor junior staff and manage direct reports as the team grows.
- Prepare materials for Investment Committee meetings, supporting strategic portfolio decisions.
What we're looking for
- 7 to 10 years of investment management experience in a multi-asset portfolio.
- Strong background in institutional risk management and factor exposure analysis.
- Hands-on experience with equity and fixed income derivatives and overlay programs.
- Proficiency in designing data infrastructure for investment offices, including ETL pipelines.
- Knowledge of AI applications in institutional investments and ability to evaluate use cases.
- Capability to mentor and develop analysts within an investment context.
- CFA charterholder or equivalent quantitative field graduate degree preferred.
Employer
About MacArthur Foundation
The MacArthur Foundation is a private philanthropic organization that makes grants and loans to nonprofits and individuals working to advance human rights, global security, and community development. Industry: Philanthropy & Nonprofit
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